# EDGAR Filing Document

**Accession Number:** 0000872625
**File Stem:** 0001752724-23-067931
**Filing Date:** 2023-3
**Character Count:** 7591547
**Document Hash:** 224eaa3d53d7d713e3496bb0ce80c689
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067931.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067931

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN STRATEGIC SERIES
- **CENTRAL INDEX KEY:** 0000872625
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06243
- **FILM NUMBER:** 23764137

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-570-3000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN CALIFORNIA 250 GROWTH FUND
- **DATE OF NAME CHANGE:** 19911216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN CALIFORNIA 250 GROWTH INDEX FUND
- **DATE OF NAME CHANGE:** 19910917

## Series and Classes Contracts Data

### FRANKLIN STRATEGIC INCOME FUND (Series ID: S000006879)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000018620 | CLASS A       | FRSTX           |
| C000018622 | CLASS C       | FSGCX           |
| C000018623 | ADVISOR CLASS | FKSAX           |
| C000018624 | CLASS R       | FKSRX           |
| C000128861 | Class R6      | FGKNX           |

## Nport-Ex

## Schedules of Investments (unaudited)

| Franklin Biotechnology Discovery Fund | 2 |
| --- | --- |
| Franklin Growth Opportunities Fund | 5 |
| Franklin Natural Resources Fund | 10 |

FINANCIAL STRATEGIC SERIES

Schedule of Investments (unaudited), January 31, 2023

Not FDIC Insured | May Lose Value | No Bank Guarantee

F00-0004

|

| Franklin Small Cap Growth Fund | 14 |
| --- | --- |
| Franklin Small-Mid Cap Growth Fund | 19 |
| Franklin Strategic Income Fund | 25 |
| Notes to Schedules of Investments | 174 |

# **Franklin Biotechnology Discovery Fund**

|  | Country | Shares | Value |
| --- | --- | --- | --- |
| Common Stocks 93.9% |  |  |  |
| Biotechnology 71.2% |  |  |  |
| Waste, Inc. | United States | 323,340 | 82,675,023 |
| Amgen, Inc. | United States | 210,500 | 54,682,737 |
| Applied Molecular Transport, Inc. | United States | 138,000 | 80,840 |
| Applied Therapeutics, Inc. | United States | 1,575,854 | 1,740,978 |
| Wisodo BioTherapeutics, Inc. | United States | 141,454 | 2,540,926 |

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

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Biotechnology Discovery Fund (continued)

|  | Country | Shares | Total |
| --- | --- | --- | --- |
| Virginia 16, ADR | Netherlands | 58,100 | 22,200,000 |
| West Germany 16, ADR | Denmark | 287,360 | 30,000,000 |
| West Germany 16, ADR (continued) | United States | 112,000 | 2,000,000 |
| West Germany 16, ADR (continued) | Canada | 347,700 | 4,000,000 |
| West Germany 16, ADR (continued) | United States | 6,200,000 | 1,400,000 |
| West Germany 16, ADR (continued) | United States | 133,100 | 10,000,000 |
| West Germany 16, ADR (continued) | United States | 145,804 | 17,000,000 |
| West Germany 16, ADR (continued) | United States | 450,800 | 1,000,000 |
| West Germany 16, ADR (continued) | United States | 278,800 | 1,125,000 |

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

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Biotechnology Discovery Fund (continued)

| 1.0% Net Market Value ($M) | 1.0% Net Market Value | 100,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| 2.0% Net Net Investment (Net) (1) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 3.0% Net Net Investment (2) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 4.0% Net Net Investment (3) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 5.0% Net Net Investment (4) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 6.0% Net Net Investment (5) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 7.0% Net Net Investment (6) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 8.0% Net Net Investment (7) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 9.0% Net Net Investment (8) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 10.0% Net Net Investment (9) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 11.0% Net Net Investment (10) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 12.0% Net Net Investment (11) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 13.0% Net Net Investment (12) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 14.0% Net Net Investment (13) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 15.0% Net Net Investment (14) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 16.0% Net Net Investment (15) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 17.0% Net Net Investment (16) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 18.0% Net Net Investment (17) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 19.0% Net Net Investment (18) | 1.0% Net Invested | 100,000,000 | 1,000,000 |
| 20.0% Net Net Investment (19) | 1.0% Net Invested | 100,000,000 | 1,000,000 |

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

FRANKLIN STRATEGIC DESIGN

# Schedule of Investments (unaudited), January 31, 2023

# Franklin Growth Opportunities Fund

| Yearly Paragraphs, etc. | United States | 1,734,000,000 | 4,735,000,000 |
| --- | --- | --- | --- |
| Yearly Paragraphs, etc. of the Cash Collateral Received for | United States | 421,000,000 | 1,240,000,000 |
| Total Current Assets 0.7% | United States | 780,000,000 | 16,000,000,000 |
| Total Current Assets 0.7% | United States | 500,000,000 | 1,000,000,000 |
| Total Current Assets 0.7% | United States | 1,000,000,000 | 1,000,000,000 |
| Total Current Assets 0.7% | United States | 1,000,000,000 | 1,000,000,000 |
| Total Current Assets 0.7% | United States | 1,000,000,000 | 1,000,000,000 |
| Total Current Assets 0.7% | United States | 1,000,000,000 | 1,000,000,000 |

See Notes to Schedules of Investments | Quarterly Schedule of Investments

1

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Growth Opportunities Fund (continued)[{"box_2d": [35, 69, 461, 125], "label": "table", "caption": "

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | Netherlands | 654,228 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

|  | Country | Number | Value |
| --- | --- | --- | --- |
| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |

| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| --- | --- | --- | --- |

| Total Investment 0.1% | United States | 151,000,728 | 1,000,000,737 |
| --- | --- | --- | --- |

<table><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable><thead><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletable "<table "<table "<table><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletabletable "<table "<table><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletabletable "<table "<table><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletabletable "<table "<table><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletabletable "<table "<table><tr><td>Total Investment 0.1%</td><td>United States</td><td>151,000,728</td><td>1,000,000,737</td></tr></tabletabletabletable "<table "<table "<table><tr><td>Total Investment 0.1

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Growth Opportunities Fund (continued)

| Fund | Project | Country | Total Funds | Total Funds |
| --- | --- | --- | --- | --- |
| 1 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |
| 2 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |
| 3 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |
| 4 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |
| 5 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |
| 6 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |
| 7 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |
| 8 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |
| 9 | Franklin Investment, Inc. | United States | 14,000,000 | 14,000,000 |

See Notes to Schedules of Investments | Quarterly Schedule of Investments | 7

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

Franklin Growth Opportunities Fund (continued)[{"box_2d": [21, 68, 461, 126], "label": "table", "caption": "

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table></table>

| Total Funds | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table></table><tr><td>Total Funds</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table></table><tr><td>Total Funds</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Total Funds</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Total Funds</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table></table><tr><td>Total Funds</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table></table><tr><td>Total Funds</td><td>1,000,

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMUSTED)

Franklin Growth Opportunities Fund (continued)

| Total Investment (Net) (Cont.) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |
| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |
| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |
| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |
| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Total Borrowers and Litigation Trusts (Cost $6,748) | United States | 1,134,000,000 | 14,000,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

See Notes to Schedules of Investments Quarterly Schedule of Investments 1

FRANKLIN STRATEGIC SERIES

# Schedule of Investments (unaudited), January 31, 2023

# Franklin Natural Resources Fund[{"box_2d": [18, 65, 461, 125], "label": "table", "caption": "

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Capital Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

<table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletabletable><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></tabletable><table><tr><td>Capital Fund</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Natural Resources Fund (continued)

| Funding | Description | Amount | Amount |
| --- | --- | --- | --- |
| Funding | Investment Care | 486,000,000 | 2,000,000,000 |
| Funding | Investment Care | 1,000,000,000 | 13,000,000,000 |
| Funding | Investment Care | 1,000,000,000 | 13,000,000,000 |
| Funding | Investment Care | 1,000,000,000 | 13,000,000,000 |
| Funding | Investment Care | 1,000,000,000 | 13,000,000,000 |
| Funding | Investment Care | 1,000,000,000 | 13,000,000,000 |

See Notes to Schedules of Investments | Quarterly Schedule of Investments | 11

FRANKLIN STATISTIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Natural Resources Fund (continued)[{"box_2d": [35, 67, 461, 128], "label": "table", "caption": "

| Description | Quantity | Number | Amount |
| --- | --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| National Reserve Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| National Reserve Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| National Reserve Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Reserve Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Reserve Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Reserve Fund | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Reserve Fund | 1,000,000 | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |
| National Reserve Fund | 1,000,000 | 1,000,000 |

| Description | Quantity | Number |
| --- | --- | --- |

<tr><td>National Reserve Fund</td><td>1,000,000</td><td>1,000,000</td></tr></tabletabletable><thead><tr><th>Description</th><th>Quantity</th><th>Number</th></tr></table>

| National Reserve Fund | 1,000,000 | 1,000,000 |  |
| --- | --- | --- | --- |
| Total | 1,000,000 | 1,000,000 | 1,000,000 |

</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</table>
</tablen</td></tr></table>"

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Natural Resources Fund (continued)[{"box_2d": [34, 68, 461, 126], "label": "table", "caption": "

| Deutsche Bank of Germany | Netherlands | 250,300 | 50,400,000 |
| --- | --- | --- | --- |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |
| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

| Deutsche Bank of Germany | Netherlands | 1,150,000 | 2,100,000 |
| --- | --- | --- | --- |

<table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><table><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td>2,100,000</td></tr></tabletabletable><tr><td>Deutsche Bank of Germany</td><td>Netherlands</td><td>1,150,000</td><td

FRANKLIN STRATEGIC SERIES

# Schedule of Investments (unaudited), January 31, 2023

# Franklin Small Cap Growth Fund[{"box_2d": [35, 65, 461, 122], "label": "table", "caption": "

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

| Project | Quantity | Amount | Amount |
| --- | --- | --- | --- |
| Investments from Cash Collateral Received for | 1,000,000 | 100,000,000 | 100,000,000 |

<table>< "<table><thead><tr><th>Project</th><th>Quantity</th><th>Amount</th><th>Amount</

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Small Cap Growth Fund (continued)[{"box_2d": [34, 69, 461, 125], "label": "table", "caption": "

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

| Funding | Country | Shares | Units |
| --- | --- | --- | --- |
| Funding | United States | 28,000 | 2,786,000 |

<table><thead><tr><th>Funding</th><th>Country</th><th>Shares</th><th>Units</th></tr></thead><tr><td>Funding</td><td>United States</td><td>28,000</td><td>2,786,000</td></tr></

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUTED)

# Franklin Small Cap Growth Fund (continued)

| Project | Cost | Cost | Cost |
| --- | --- | --- | --- |
| 1. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 3. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 4. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 5. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 6. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 7. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 8. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 9. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |
| 10. 2014-2015 | $1,000,000 | $1,000,000 | $1,000,000 |

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

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Small Cap Growth Fund (continued)

| Financial Services and Financial Services, 2007 | 2,475,000,000 | 475,000,000,000 |
| --- | --- | --- |
| Financial Services and Financial Services, 2007 | 2,475,000,000 | 475,000,000,000 |
| Financial Services and Financial Services, 2007 | 2,475,000,000 | 475,000,000,000 |
| Financial Services and Financial Services, 2007 | 2,475,000,000 | 475,000,000,000 |

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

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Small Cap Growth Fund (continued)

| Unit 1 (In $ million, US) | Unit 1 | 1,000,000 | 12,000,000 |
| --- | --- | --- | --- |
| Unit 2 (In $ million, US) | Unit 2 | 1,000,000 | 12,000,000 |
| Unit 3 (In $ million, US) | Unit 3 | 1,000,000 | 12,000,000 |
| Unit 4 (In $ million, US) | Unit 4 | 1,000,000 | 12,000,000 |
| Unit 5 (In $ million, US) | Unit 5 | 1,000,000 | 12,000,000 |
| Unit 6 (In $ million, US) | Unit 6 | 1,000,000 | 12,000,000 |
| Unit 7 (In $ million, US) | Unit 7 | 1,000,000 | 12,000,000 |
| Unit 8 (In $ million, US) | Unit 8 | 1,000,000 | 12,000,000 |
| Unit 9 (In $ million, US) | Unit 9 | 1,000,000 | 12,000,000 |
| Unit 10 (In $ million, US) | Unit 10 | 1,000,000 | 12,000,000 |
| Unit 11 (In $ million, US) | Unit 11 | 1,000,000 | 12,000,000 |
| Unit 12 (In $ million, US) | Unit 12 | 1,000,000 | 12,000,000 |
| Unit 13 (In $ million, US) | Unit 13 | 1,000,000 | 12,000,000 |
| Unit 14 (In $ million, US) | Unit 14 | 1,000,000 | 12,000,000 |
| Unit 15 (In $ million, US) | Unit 15 | 1,000,000 | 12,000,000 |
| Unit 16 (In $ million, US) | Unit 16 | 1,000,000 | 12,000,000 |
| Unit 17 (In $ million, US) | Unit 17 | 1,000,000 | 12,000,000 |
| Unit 18 (In $ million, US) | Unit 18 | 1,000,000 | 12,000,000 |
| Unit 19 (In $ million, US) | Unit 19 | 1,000,000 | 12,000,000 |
| Unit 20 (In $ million, US) | Unit 20 | 1,000,000 | 12,000,000 |

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

FRANKLIN STRATEGIC DESIGN

# Schedule of Investments (unaudited), January 31, 2023

# Franklin Small-Hild Cap Growth Fund[{"box_2d": [34, 69, 460, 128], "label": "table", "caption": "

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $102,175,824) | 1,000,000 | 1,000,000 |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |

<tr><td>Real Estate Assets (Less: 1,000,000,000 $0.00)</td><td>1,000,000</td><td>1,000,000</td></tr></table>

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |

<tr><td>Real Estate Assets (Less: 1,000,000,000 $0.00)</td><td>1,000,000</td><td>1,000,000</td></tr></table>

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |

<tr><td>Real Estate Assets (Less: 1,000,000,000 $0.00)</td><td>1,000,000</td><td>1,000,000</td></tr></table>

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |

<tr><td>Real Estate Assets (Less: 1,000,000,000 $0.00)</td><td>1,000,000</td><td>1,000,000</td></tr></table>

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |

<tr><td>Real Estate Assets (Less: 1,000,000,000 $0.00)</td><td>1,000,000</td><td>1,000,000</td></tr></table>

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |

<tr><td>Real Estate Assets (Less: 1,000,000,000 $0.00)</td><td>1,000,000</td><td>1,000,000</td></tr></table>

| Description | Amount | Amount |
| --- | --- | --- |

| Description | Amount | Amount |
| --- | --- | --- |
| Real Estate Assets (Less: 1,000,000,000 $0.00) | 1,000,000 | 1,000,000 |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |
| Description | Amount | Amount |

</table>"[{"box_2d": [34, 117, 172, 128], "label": "text", "caption": "Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)
Franchise: 1,000,000,000 $0.00)

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Small-Mid Cap Growth Fund (continued)[{"box_2d": [35, 68, 461, 126], "label": "table", "caption": "

|  | Country | Amount | Amount |
| --- | --- | --- | --- |
| Comptroller & Company Life | USA | 1,000,000 | 1,000,000 |
| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Comptroller & Company Life (Cost 62,313,311,000) | USA | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

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<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><td></td><td></td><td></td><td></td><td></td></tr></table>

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td></td><td></td><

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Small-Mid Cap Growth Fund (continued)[{"box_2d": [34, 68, 461, 125], "label": "table", "caption": "

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |
| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |
| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

| Total | 1,611,000,000 | 1,611,000,000 | 1,611,000,000 |
| --- | --- | --- | --- |

"

See Notes to Schedule of Investments | Quarterly Schedule of Investments[{"box_2d": [450, 440, 461, 450], "label": "header_footer", "p1"}]

31

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Small-Mid Cap Growth Fund (continued)[{"box_2d": [35, 68, 460, 126], "label": "table", "caption": "

| Projected Funds (Amounts) (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

| Projected Funds (Unaudited) | Country | Mean | Total |
| --- | --- | --- | --- |
| Total Capital Funds (Unaudited) | United States | 1,000,000 | 1,000,000 |

<table><thead><tr><th>Projected Funds (Unaudited)</th><th>Country</th><th>Mean</th><th>Total</th></tr></thead><tr><td>Total Capital Funds (Unaudited)</td><td>United States</td><td>1,000,000</td><td>1,000,000</

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Small-Mid Cap Growth Fund (continued)[{"box_2d": [19, 69, 461, 125], "label": "table", "caption": "

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

| Fund | Date | Amount | Amount |
| --- | --- | --- | --- |
| Franklin | 1/31/2016 | 1,000,000.00 | 1,000,000.00 |

<table><thead><tr><th>Fund</th><th>Date</th><th>Amount</th><th>Amount</th></tr></thead><tr><td>Franklin</td><td>1/31/2016</td><td>1,000,000.00</td

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUTED)

# Franklin Small-Mid Cap Growth Fund (continued)

| Year ended December 31, 2015, the following amounts were not available for the year ended December 31, 2014: |  |  |  |
| --- | --- | --- | --- |
| Net income | 2,070,000 | 2,070,000 | 2,070,000 |
| Operating income | 2,070,000 | 2,070,000 | 2,070,000 |
| Operating income | 2,070,000 | 2,070,000 | 2,070,000 |

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

FRANKLIN STRATEGIC DESIGN

# Schedule of Investments (unaudited), January 31, 2023

# Franklin Strategic Income Fund

| Total Investment Funds (Cont. 5) | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| Total Investment Funds (Cont. 6) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 7) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 8) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 9) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 10) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 11) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 12) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 13) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 14) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 15) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 16) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 17) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 18) | 1,000,000 | 1,000,000 | 1,000,000 |
| Total Investment Funds (Cont. 19) | 1,000,000 | 1,000,000 | 1,000,000 |

www.franklinstrategic.com

See Notes to Schedules of Investments

Quarterly Schedule of Investments

25

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| 1.0% | United States | Price/US$ | 12,843,028 |
| --- | --- | --- | --- |
| 2.0% | United States | Price/US$ | 12,843,028 |
| 3.0% | United States | Price/US$ | 12,843,028 |
| 4.0% | United States | Price/US$ | 12,843,028 |
| 5.0% | United States | Price/US$ | 12,843,028 |
| 6.0% | United States | Price/US$ | 12,843,028 |
| 7.0% | United States | Price/US$ | 12,843,028 |
| 8.0% | United States | Price/US$ | 12,843,028 |
| 9.0% | United States | Price/US$ | 12,843,028 |
| 10.0% | United States | Price/US$ | 12,843,028 |
| 11.0% | United States | Price/US$ | 12,843,028 |
| 12.0% | United States | Price/US$ | 12,843,028 |
| 13.0% | United States | Price/US$ | 12,843,028 |
| 14.0% | United States | Price/US$ | 12,843,028 |
| 15.0% | United States | Price/US$ | 12,843,028 |
| 16.0% | United States | Price/US$ | 12,843,028 |
| 17.0% | United States | Price/US$ | 12,843,028 |
| 18.0% | United States | Price/US$ | 12,843,028 |
| 19.0% | United States | Price/US$ | 12,843,028 |
| 20.0% | United States | Price/US$ | 12,843,028 |

26

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Strategic Income Fund (continued)[{"box_2d": [34, 69, 461, 126], "label": "table", "caption": "

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

|  | Proposed | 1.1% 2017 |
| --- | --- | --- |
| Financial Statements | 1,000,000 | 1,000,000 |

<table><thead><tr><th></th><th>Proposed</th><th>1.1% 2017</th></tr></thead><tr><td>Financial Statements</td><td>1,000

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Securities Fund (continued)

| 1. Financial Statements and Accounts | 1. Financial Statement | 1. Financial Statement | 1. Financial Statement |
| --- | --- | --- | --- |
| 2. Financial Statements and Accounts | 2. Financial Statement | 2. Financial Statement | 2. Financial Statement |
| 3. Financial Statements and Accounts | 3. Financial Statement | 3. Financial Statement | 3. Financial Statement |
| 4. Financial Statements and Accounts | 4. Financial Statement | 4. Financial Statement | 4. Financial Statement |
| 5. Financial Statements and Accounts | 5. Financial Statement | 5. Financial Statement | 5. Financial Statement |
| 6. Financial Statements and Accounts | 6. Financial Statement | 6. Financial Statement | 6. Financial Statement |
| 7. Financial Statements and Accounts | 7. Financial Statement | 7. Financial Statement | 7. Financial Statement |
| 8. Financial Statements and Accounts | 8. Financial Statement | 8. Financial Statement | 8. Financial Statement |
| 9. Financial Statements and Accounts | 9. Financial Statement | 9. Financial Statement | 9. Financial Statement |
| 10. Financial Statements and Accounts | 10. Financial Statement | 10. Financial Statement | 10. Financial Statement |

26

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

franklinstrategic.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Strategic Income Fund (continued)

| Other Income, less Liabilities (in $) | Amount | 1,000,000,000 |
| --- | --- | --- |
| Other Income, less Liabilities (in $) | Amount | 1,000,000,000 |
| Other Income, less Liabilities (in $) | Amount | 1,000,000,000 |
| Other Income, less Liabilities (in $) | Amount | 1,000,000,000 |

Banknotes and other information | Quarterly Schedule of Investments | 28

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Project | Project | Total |
| --- | --- | --- |
| Financial Services and Investment (Financial Services) | Financial Services | 4,000,000 |
| Financial Services and Investment (Financial Services) | Financial Services | 4,000,000 |
| Financial Services and Investment (Financial Services) | Financial Services | 4,000,000 |
| Financial Services and Investment (Financial Services) | Financial Services | 4,000,000 |
| Financial Services and Investment (Financial Services) | Financial Services | 4,000,000 |

30

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

franklinstrategic.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Strategic Income Fund (continued)

| Group | France | Proposed | 2.4.0.0.0.0 |
| --- | --- | --- | --- |
| 1. Financial and Financial Services (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) | France | 2.4.0.0.0.0.0 | 2.4.0.0.0.0 |
| 2. Financial and Financial Services (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) | France | 2.4.0.0.0.0.0 | 2.4.0.0.0.0 |
| 3. Financial and Financial Services (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) (FCA) | France | 2.4.0.0.0.0 | 2.4.0.0.0.0 |

Banknotes and other information | See Notes to Schedules of Investments | Quarterly Schedule of Investments | 51

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| TOTAL INVESTMENTS (UNAUDITED) | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| TOTAL INVESTMENTS (UNAUDITED) | 1,000,000 | 1,000,000 | 1,000,000 |
| TOTAL INVESTMENTS (UNAUDITED) | 1,000,000 | 1,000,000 | 1,000,000 |

32

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Strategic Income Fund (continued)

| Total Funds | 1,000,000,000 | 1,000,000,000 |
| --- | --- | --- |
| Total Funds | 1,000,000,000 | 1,000,000,000 |
| Total Funds | 4,000,000,000 | 4,000,000,000 |
| Total Funds | 13,500,000,000 | 13,500,000,000 |
| Total Funds | 6,000,000 | 6,000,000,000 |
| Total Funds | 6,000,000 | 6,000,000 |
| Total Funds | 5,500,000,000 | 5,500,000,000 |
| Total Funds | 2,400,000,000 | 2,400,000,000 |
| Total Funds | 5,000,000,000 | 5,000,000,000 |

Bankfinstratingshbm.com | Best Notes to Schedules of Investments | Quarterly Schedule of Investments | 32

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | Principal | Total |
| --- | --- | --- |
| 1 | $1,000,000 | 1,000,000 |
| 2 | $1,000,000 | 1,000,000 |
| 3 | $1,000,000 | 1,000,000 |
| 4 | $1,000,000 | 1,000,000 |
| 5 | $1,000,000 | 1,000,000 |
| 6 | $1,000,000 | 1,000,000 |
| 7 | $1,000,000 | 1,000,000 |
| 8 | $1,000,000 | 1,000,000 |
| 9 | $1,000,000 | 1,000,000 |
| 10 | $1,000,000 | 1,000,000 |

30

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Strategic Income Fund (continued)

| Project | Projected |
| --- | --- |
| Franklin Strategic Income Fund (continued) |  |
| Franklin Strategic Income Fund (continued) |  |
| Franklin Strategic Income Fund (continued) |  |

Bank\Investigation\2018-2019
Best Notes to Schedules of Investments | Quarterly Schedule of Investments | 30

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund [continued]

| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 7,000,000 | 5,000,000 |
| --- | --- | --- | --- |
| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 1,000,000 | 1,000,000 |
| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 2,000,000 | 2,000,000 |
| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 1,000,000 | 1,000,000 |
| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 1,000,000 | 1,000,000 |
| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 4,100,000 | 4,100,000 |
| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 10,000,000 | 10,000,000 |
| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 1,000,000 | 1,000,000 |
| ROGIC & LORAN BANK, LORAN & BOSTON, MASSACHUSETTS | United States | 1,000,000 | 1,000,000 |

36

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

franklinstrategic.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Strategic Income Fund (continued)

| Investment Coverage | Total |
| --- | --- |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2014) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2015) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2016) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2017) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2018) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2019) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2020) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2021) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2022) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2023) | 1,000,000 |
| Investment Coverage Program, Inc. (SEC) (Fiscal Year 2024) | 1,000,000 |

Semi-Intermediate Fund | See Notes to Schedules of Investments | Quarterly Schedule of Investments | 27

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Description | Price (US$) | Price (US$) |
| --- | --- | --- |
| Financial Services (Funds) (2018) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2019) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2020) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2021) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2022) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2023) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2024) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2025) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2026) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2027) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2028) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2029) | 1,000,000.00 | 1,000,000.00 |
| Financial Services (Funds) (2030) | 1,000,000.00 | 1,000,000.00 |

38

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

funds@compt.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Strategic Income Fund (continued)

| 2017 | 2018 | 2019 | 2020 |
| --- | --- | --- | --- |
| 2017 | 2018 | 2019 | 2020 |
| 2017 | 2018 | 2019 | 2020 |
| 2017 | 2018 | 2019 | 2020 |
| 2017 | 2018 | 2019 | 2020 |

Banknotes and other information | Quarterly Schedule of Investments | 20

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Success Fund (continued)

| SCHEDULE OF INVESTMENTS | 2008 | 2009 | 2010 |
| --- | --- | --- | --- |
| FRANKLIN STRATEGIC SERIES (UNAUDITED) | 1,000,000 | 1,000,000 | 1,000,000 |
| FRANKLIN STRATEGIC SERIES (UNAUDITED) | 1,000,000 | 1,000,000 | 1,000,000 |
| FRANKLIN STRATEGIC SERIES (UNAUDITED) | 1,000,000 | 1,000,000 | 1,000,000 |
| FRANKLIN STRATEGIC SERIES (UNAUDITED) | 1,000,000 | 1,000,000 | 1,000,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMUSTED)

Franklin Strategic Income Fund (continued)

| Fund | Number of Funds | Percentage of Funds |
| --- | --- | --- |
| Franklin STRATEGIC SERIES | 1 | 100.00 |
| Franklin STRATEGIC SERIES | 2 | 100.00 |
| Franklin STRATEGIC SERIES | 3 | 100.00 |
| Franklin STRATEGIC SERIES | 4 | 100.00 |
| Franklin STRATEGIC SERIES | 5 | 100.00 |
| Franklin STRATEGIC SERIES | 6 | 100.00 |
| Franklin STRATEGIC SERIES | 7 | 100.00 |
| Franklin STRATEGIC SERIES | 8 | 100.00 |
| Franklin STRATEGIC SERIES | 9 | 100.00 |
| Franklin STRATEGIC SERIES | 10 | 100.00 |

Banknotes and other financial instruments | Quarterly Schedule of Investments | 41

FRANKLIN STRATEGIC SERIES

# Schedule of Investments (unaudited), January 31, 2023

# Franklin Strategic Income Fund

| At 31 January 2023 | $1,000,000 | 1,000,000 |
| --- | --- | --- |
| 1st Quarter | $1,000,000 | 1,000,000 |
| 2nd Quarter | $1,000,000 | 1,000,000 |
| 3rd Quarter | $1,000,000 | 1,000,000 |
| 4th Quarter | $1,000,000 | 1,000,000 |
| 5th Quarter | $1,000,000 | 1,000,000 |
| 6th Quarter | $1,000,000 | 1,000,000 |
| 7th Quarter | $1,000,000 | 1,000,000 |
| 8th Quarter | $1,000,000 | 1,000,000 |
| 9th Quarter | $1,000,000 | 1,000,000 |
| 10th Quarter | $1,000,000 | 1,000,000 |
| 11st Quarter | $1,000,000 | 1,000,000 |
| 12nd Quarter | $1,000,000 | 1,000,000 |
| 13rd Quarter | $1,000,000 | 1,000,000 |
| 14th Quarter | $1,000,000 | 1,000,000 |
| 15th Quarter | $1,000,000 | 1,000,000 |
| 16th Quarter | $1,000,000 | 1,000,000 |
| 17th Quarter | $1,000,000 | 1,000,000 |
| 18th Quarter | $1,000,000 | 1,000,000 |
| 19th Quarter | $1,000,000 | 1,000,000 |
| 20th Quarter | $1,000,000 | 1,000,000 |

42 Quarterly Schedule of Investments One Year to 31 December of Investments

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

The following table shows the distribution of the financial statements for the financial year ended December 31, 2013. The data is presented in the following table:

Scientific Management and Data Science for the Study of Investment | Quarterly Schedule of Investments 43

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

Franklin Strategic Securities Fund (continued)

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

46

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

baselineinspapillars.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMUSTED)

Franklin Strategic Income Fund (continued)

| STATION | DATE | ISSUE | AMOUNT | ACTUAL | ESTIMATED | ESTIMATED | ESTIMATED | ESTIMATED |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 4001 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4002 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4003 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4004 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4005 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4006 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4007 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4008 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4009 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4010 | 2010/12/31 | 2010/12/31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

Sterilovemagden.com | See Notes to Schedules of Investments | Quarterly Schedule of Investments | 45

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Interest Fund (continued)

| STATION | DATE | ISSUE | AMOUNT | DATE | ISSUE | AMOUNT | DATE | ISSUE | AMOUNT |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 2 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 3 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 4 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 5 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 6 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 7 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 8 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 9 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |
| 10 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 | 2017/04/01 | 2017/04/01 | $1,000,000 |

46

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

Schedules/engines.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

Franklin Strategic Income Fund (continued)

| Year | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2014 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2013 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2012 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2011 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2010 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2009 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2008 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

franklinstrategies.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

47

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |

40

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

48

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

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

franklinstratgibbon.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

51

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

Q2 Quarterly Schedule of Investment - See Notes to Schedule of Investment. farchimerg@eas.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategies.com

See Notes to Schedules of Investments

52

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

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

52 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fber@stcomgibber.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2013 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2014 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2015 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2016 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2017 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2018 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2019 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2020 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |

www.franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments | 48

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

38 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fba@interspecies.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

67

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 1993 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 1994 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 1995 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 1996 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 1997 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 1998 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 1999 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |

92 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fber@intersystem.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2013 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2014 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2015 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2016 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2017 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

www.franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

48

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

III Quarterly Schedule of Investment - See Notes to Schedule of Investment. farchimerg@nav.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategies.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

61

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1950 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |  |

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

franklinstrategic.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2013 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2014 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2015 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2016 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2017 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2018 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2019 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

www.franklinstrategies.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments | 42

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT | QUANTITY | STT |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |  |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |  |
| 3 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |  |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

48

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1960 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1961 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1962 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |

98

Quarterly Schedule of Investment - One Note to Schedule of Investment.

bankin348@1000.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

67

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1960 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |

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

franklinstrategies.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

48

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1960 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |  |

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

franklinstrategic.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategies.com

See Notes to Schedules of Investments

Quarterly Schedule of Investments

71

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1st | 2nd | 3rd | 4th | 5th | 6th | 7th | 8th | 9th | 10th | 11th | 12th | 13th | 14th | 15th | 16th | 17th | 18th | 19th | 20th | 21st | 22nd | 23rd | 24th | 25th | 26th |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1999 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2001 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2002 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2003 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2004 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategies.com

See Notes to Schedules of Investments

Quarterly Schedule of Investments

72

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1st Quarter | 2nd Quarter | 3rd Quarter | 4th Quarter | 5th Quarter | 6th Quarter | 7th Quarter | 8th Quarter | 9th Quarter | 10th Quarter | 11th Quarter | 12th Quarter | 13th Quarter | 14th Quarter | 15th Quarter | 16th Quarter | 17th Quarter | 18th Quarter | 19th Quarter | 20th Quarter |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 1999 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2001 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2002 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2003 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2004 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

75

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1960 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |

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

franklinstrategies.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

27

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

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

franklinstratgibbon.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

70

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2013 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2014 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2015 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2016 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2017 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2018 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

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

baseline@qdd.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

61

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2014 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2015 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2016 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2017 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2018 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2019 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2020 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2021 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2022 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |

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

bankintransp@nav.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategies.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

42

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

48

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1960 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |  |

88 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fmr@interruput.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

87

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 5 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

48

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund [continued]

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

92 Quarterly Schedule of Investment - See Notes to Schedule of Investment. farchim$$
1

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

See Notes to Schedules of Investments

Quarterly Schedule of Investments

61

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

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

42 Quarterly Schedule of Investment - See Notes to Schedule of Investment. farchitec.org

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

41

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUTED)

# Franklin Strategic Income Fund (continued)

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

92 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fber@interspecies.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMUSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

95

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

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

90

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

87

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

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

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

franklinstrategies.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

| Year | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2018 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2019 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2020 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2021 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2022 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2023 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2024 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

www.franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

48

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)[{"box_2d": [19, 69, 453, 126], "label": "table", "caption": "

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 1993 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 1994 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

| Year | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1992 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

<table><thead><tr><th>Year</th><th

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com | See Notes to Schedules of Investments | Quarterly Schedule of Investments | 101

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 1999 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2001 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2002 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2003 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

202

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

franklinstrategies.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategies.com

See Notes to Schedules of Investments

Quarterly Schedule of Investments

102

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1960 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |  |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

| Year | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2014 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2015 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2016 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |
| 2017 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |
| 2018 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |
| 2019 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |
| 2020 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |
| 2021 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |
| 2022 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |

www.franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments | 145

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 1999 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2001 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2002 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2003 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

107

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |
| 1999 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2001 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2002 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2003 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2004 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2005 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2006 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2007 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |
| 2008 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 | $1,000 |  |  |  |  |  |  |  |  |  |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com | See Notes to Schedules of Investments | Quarterly Schedule of Investments | 149

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 1999 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2001 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2002 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2003 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2004 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

www.franklinstrategic.com | Best Notes to Schedules of Investments | Quarterly Schedule of Investments | 211

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

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

102 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fber@stcomgibber.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

222

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

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

104 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fba.ith@recognition.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Portal (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

225

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

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

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

franklinstratgibbon.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategies.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

217

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

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

128 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fber@stcomgibber.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Portal (continued)

![img-8.jpeg](img-8.jpeg)

franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments

229

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 1999 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2001 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2002 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2003 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2004 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments | 121

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 2 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 3 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 4 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 5 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 6 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 7 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 8 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 9 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |
| 10 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |  |  |  |  |  |  |  |

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

franklinstrategic.com

FRANKLIN STRATEGIC SERIES
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategies.com

See Notes to Schedules of Investments

123

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

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

franklinstratgibbon.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

128

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 1999 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2001 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2002 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2003 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2004 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

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

franklinstrategic.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1991 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1992 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1993 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1994 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

www.franklinstrategic.com

Best Notes to Schedules of Investments | Quarterly Schedule of Investments | 127

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2013 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2014 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2015 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2016 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

228 Quarterly Schedule of Investment - See Notes to Schedule of Investment. fba@intersystem.com

FRANKLIN STRATEGIC DESIGN
SCHEDULE OF INVESTMENTS (UNMOSTED)

# Franklin Strategic Income Fund (continued)

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

franklinstrategic.com

Best Notes to Schedules of Investments

Quarterly Schedule of Investments

128

FRANKLIN STRATEGIC SERIES

SCHEDULE OF INVESTMENTS (UNAUDITED)

# Franklin Strategic Income Fund (continued)

| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1998 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 1999 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2001 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2002 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2003 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| 2004 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

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

franklinstrategic.com

## 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 Strategic Series

- **b. Investment Company Act file number:** 811-06243

- **c. CIK number of Registrant:** 0000872625

- **d. LEI of Registrant:** 549300NDWC0J6DXVSX36

- **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 Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000006879

- **c. LEI of Series:** BARXSKGYQTET593VHI21

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**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:** $3168286431.12

**Total Liabilities:** $225736668.66

**Net Assets:** $2942549762.46

**Cash Not Reported:** $207914188.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2578.96000000 | **1-Year:** -84680.16000000 | **5-Year:** -223352.96000000 | **10-Year:** -225145.27000000 | **30-Year:** -254090.87000000

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

- **3-Month:** 7030.76000000 | **1-Year:** 37884.36000000 | **5-Year:** -223345.89000000 | **10-Year:** -125809.27000000 | **30-Year:** -30564.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018624 | 3.06%                | -0.14%               | 2.87%                |
| Class ID C000128861 | 3.09%                | -0.09%               | 2.91%                |
| Class ID C000018620 | 3.19%                | -0.25%               | 3.01%                |
| Class ID C000018623 | 3.21%                | -0.10%               | 2.90%                |
| Class ID C000018622 | 3.03%                | -0.16%               | 2.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-55695817.58            | $129225612.91                              |
| Month 2  | $-4866879.83             | $-8502381.40                               |
| Month 3  | $-17007147.09            | $85739925.32                               |

**Designated Index Information**

- **Index Name:** 50% Bloomberg US Agg. Intermediate+30% US HY+10% Sov. EM+10% CSLL

- **Index Identifier:** HB10658

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708031.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5650 | PA      | $5450.41      | 0.00%             | 2025-02-15      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $288.85       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.77        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         440 | PA      | $450.80       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2386 | PA      | $2264.19      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201984.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5534 | PA      | $5454.52      | 0.00%             | 2026-12-08      | Fixed         | 17.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5179181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2280 | PA      | $1696.10      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195253.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5880 | PA      | $3474.21      | 0.00%             | 2026-12-07      | Fixed         | 27.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $244.18       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688981.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10568 | PA      | $1517.33      | 0.00%             | 2025-01-13      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5130 | PA      | $4759.63      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         288 | PA      | $292.55       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11595092.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33039 | PA      | $33236.23     | 0.00%             | 2026-02-05      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $4.39         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         418 | PA      | $288.91       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1471 | PA      | $1426.84      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4466 | PA      | $320.96       | 0.00%             | 2027-07-17      | Fixed         | 25.01%                | 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        |      513248 | PA      | $496175.08    | 0.02%             | 2026-04-15      | Variable      | 18.34%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         155 | PA      | $154.55       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3431 | PA      | $3239.05      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078899.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4689 | PA      | $4638.12      | 0.00%             | 2024-11-19      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5753655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2006 | PA      | $1955.04      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2051 | PA      | $1720.49      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15105817.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20060 | PA      | $20327.02     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.42        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $55.38        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13166 | PA      | $12256.86     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7883 | PA      | $7475.82      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991614668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $96.31        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1103 | PA      | $1142.90      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6172240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51751 | PA      | $49283.64     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5577754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1245 | PA      | $1212.79      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3265 | PA      | $3174.25      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689480.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4796 | PA      | $4612.47      | 0.00%             | 2024-12-21      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7099 | PA      | $6516.51      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991535930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1597 | PA      | $1668.27      | 0.00%             | 2025-01-18      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $37.81        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC STACR Debt Notes, Series 2015-DNA3, Class M3                                 | CUSIP: 3137G0GW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     6945771 | PA      | $7192609.63   | 0.24%             | 2028-04-25      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686735.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13477 | PA      | $12945.63     | 0.00%             | 2026-12-31      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         267 | PA      | $268.24       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1718479.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7697 | PA      | $7431.86      | 0.00%             | 2027-02-22      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5687 | PA      | $5340.62      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009771.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4040 | PA      | $3997.46      | 0.00%             | 2026-11-09      | Fixed         | 9.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5264681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10927 | PA      | $9954.18      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2734 | PA      | $2457.13      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         958 | PA      | $839.96       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $70.90        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6412 | PA      | $5978.90      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5450371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1688 | PA      | $1553.05      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5257541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2985 | PA      | $2831.89      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35412 | PA      | $32941.71     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         904 | PA      | $771.06       | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                     | Digicel Group Holdings Ltd.                                                        | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      687736 | PA      | $59317.23     | 0.00%             | 2023-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $35.01        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2226 | PA      | $1904.55      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991673737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3666 | PA      | $3849.85      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197844.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4797 | PA      | $4750.55      | 0.00%             | 2026-12-07      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $108.62       | 0.00%             | 2024-01-31      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409900.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         887 | PA      | $878.19       | 0.00%             | 2027-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2576 | PA      | $2417.99      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5678440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2938 | PA      | $1714.23      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204504.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8673 | PA      | $5104.45      | 0.00%             | 2026-12-08      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $92.08        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15073908.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15255 | PA      | $15203.93     | 0.00%             | 2025-07-25      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297DT40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117588 | PA      | $121101.68    | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $79.25        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         598 | PA      | $584.56       | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4002 | PA      | $3810.12      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6288006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6403 | PA      | $5932.04      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5809 | PA      | $5443.74      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $604.19       | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13897 | PA      | $149.17       | 0.00%             | 2027-01-12      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $31.75        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1332 | PA      | $1290.16      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2558 | PA      | $2338.88      | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1662 | PA      | $1516.34      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $32.33        | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473458.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7579 | PA      | $7372.31      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695343.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4578 | PA      | $4408.77      | 0.00%             | 2027-01-14      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         201 | PA      | $204.19       | 0.00%             | 2024-01-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2614 | PA      | $2657.14      | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1108 | PA      | $758.32       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $64.81        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5366709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2692 | PA      | $2634.33      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6162505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3884 | PA      | $3094.72      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15871573.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30572 | PA      | $30919.54     | 0.00%             | 2027-07-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3449 | PA      | $3417.56      | 0.00%             | 2025-09-09      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M6XL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12621 | PA      | $12995.51     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $160.03       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $14.56        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         505 | PA      | $517.49       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         650 | PA      | $669.98       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $37.34        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30476 | PA      | $28960.59     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1164 | PA      | $1065.76      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203656.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2375 | PA      | $2350.60      | 0.00%             | 2026-12-08      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $118.37       | 0.00%             | 2024-02-02      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16679044.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12610 | PA      | $12746.51     | 0.00%             | 2027-09-01      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2574 | PA      | $2477.40      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $218.87       | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         940 | PA      | $928.07       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     7100000 | PA      | $6083011.90   | 0.21%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $92.93        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991622252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $103.26       | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5558612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26778 | PA      | $26053.32     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407PYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30150 | PA      | $30934.57     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34645 | PA      | $30925.75     | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3405 | PA      | $3503.27      | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3328 | PA      | $2575.06      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $170.91       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6355174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       97421 | PA      | $90700.05     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633500.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4438 | PA      | $4400.99      | 0.00%             | 2027-02-15      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652864.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18143 | PA      | $4461.53      | 0.00%             | 2024-11-09      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11400385.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9904 | PA      | $10036.97     | 0.00%             | 2026-11-26      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5160507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         448 | PA      | $352.22       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         459 | PA      | $482.96       | 0.00%             | 2025-01-20      | 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-S1, Class PT | CUSIP: 21053KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      249890 | PA      | $243851.30    | 0.01%             | 2044-04-15      | Variable      | 12.94%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2405109.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1104 | PA      | $624.92       | 0.00%             | 2025-01-11      | Fixed         | 11.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $212.31       | 0.00%             | 2025-02-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $6.13         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1555 | PA      | $1241.13      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991614181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $219.09       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42028 | PA      | $43595.14     | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872941.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1365 | PA      | $1357.40      | 0.00%             | 2026-10-18      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16640455.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21118 | PA      | $21397.49     | 0.00%             | 2027-09-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22035 | PA      | $20767.96     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5410081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1662 | PA      | $1553.70      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14051 | PA      | $13490.42     | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3845 | PA      | $3615.39      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874471.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1098 | PA      | $1080.52      | 0.00%             | 2026-10-18      | Fixed         | 18.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         331 | PA      | $333.93       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708448.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11136 | PA      | $10674.39     | 0.00%             | 2025-02-15      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643384.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3159 | PA      | $3111.01      | 0.00%             | 2025-02-16      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         594 | PA      | $571.62       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3881 | PA      | $3447.49      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         831 | PA      | $57.26        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         721 | PA      | $731.60       | 0.00%             | 2025-01-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633453.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13572 | PA      | $12743.44     | 0.00%             | 2027-02-15      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         827 | PA      | $812.79       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVR Partners LP / CVR Nitrogen Finance Corp.                                    | CVR Partners LP / CVR Nitrogen Finance Corp.                                       | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2719600.89   | 0.09%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $95.45        | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411932.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4894 | PA      | $4851.75      | 0.00%             | 2027-11-11      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         973 | PA      | $889.34       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $165.95       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3888 | PA      | $3678.35      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4816871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         508 | PA      | $380.03       | 0.00%             | 2023-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         440 | PA      | $336.71       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1391 | PA      | $1328.00      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $7.59         | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.09         | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417218.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2798 | PA      | $2770.50      | 0.00%             | 2025-01-12      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1693752.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3708 | PA      | $3711.78      | 0.00%             | 2024-12-30      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $137.96       | 0.00%             | 2024-01-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $45.00        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $8.56         | 0.00%             | 2025-01-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         589 | PA      | $74.24        | 0.00%             | 2025-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12345261.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21464 | PA      | $21590.07     | 0.00%             | 2027-03-22      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1240 | PA      | $1288.84      | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5190391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3375 | PA      | $3268.28      | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $253.39       | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3180 | PA      | $2964.22      | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1885 | PA      | $131.32       | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196103.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1129 | PA      | $1107.07      | 0.00%             | 2026-12-07      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1213 | PA      | $1108.03      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5801829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4392 | PA      | $4249.61      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         317 | PA      | $329.94       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163517783.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11074 | PA      | $10105.88     | 0.00%             | 2024-12-18      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1763 | PA      | $1625.45      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873194.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2070 | PA      | $2051.33      | 0.00%             | 2026-10-18      | Fixed         | 15.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $192.16       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         589 | PA      | $575.05       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2862 | PA      | $2493.24      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $5.74         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.10         | 0.00%             | 2025-02-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692221.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5161 | PA      | $5034.01      | 0.00%             | 2025-01-19      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1197 | PA      | $1107.52      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2185 | PA      | $1989.88      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635199.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5659 | PA      | $5611.69      | 0.00%             | 2027-02-15      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636445.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1637 | PA      | $1623.61      | 0.00%             | 2027-02-15      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         619 | PA      | $295.89       | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3051 | PA      | $3026.93      | 0.00%             | 2024-10-18      | Fixed         | 8.30%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $66.03        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.93        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6266234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6408 | PA      | $6018.12      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5648565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         497 | PA      | $487.24       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         396 | PA      | $388.22       | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798372.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         475 | PA      | $-10.14       | -0.00%            | 2025-02-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $1.70         | 0.00%             | 2027-03-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10724 | PA      | $9931.54      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4795 | PA      | $4629.54      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3269 | PA      | $3387.88      | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203336.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2818 | PA      | $2771.93      | 0.00%             | 2026-12-08      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3873 | PA      | $3162.85      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077222.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4663 | PA      | $702.12       | 0.00%             | 2024-11-19      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5500 | PA      | $2665.44      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2952 | PA      | $2874.10      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2250 | PA      | $2090.20      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1369553.41   | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3520 | PA      | $3297.56      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $353.30       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413451.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2163 | PA      | $2126.69      | 0.00%             | 2027-01-11      | Fixed         | 18.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006357.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         778 | PA      | $768.20       | 0.00%             | 2024-11-09      | Fixed         | 10.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2420156.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2616 | PA      | $2598.97      | 0.00%             | 2027-06-12      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9116 | PA      | $8827.33      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645113.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7059 | PA      | $6994.47      | 0.00%             | 2027-07-17      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $220.57       | 0.00%             | 2025-01-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         605 | PA      | $572.13       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14719 | PA      | $14177.56     | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $153.00       | 0.00%             | 2025-01-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991549025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $173.84       | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.99        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5957515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3076 | PA      | $2978.32      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006918.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28206 | PA      | $27775.22     | 0.00%             | 2026-11-09      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416828.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $228.19       | 0.00%             | 2027-01-12      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412421.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2408 | PA      | $2381.45      | 0.00%             | 2027-06-11      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991857355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $113.75       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1195 | PA      | $540.49       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1478692.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1918 | PA      | $1910.88      | 0.00%             | 2023-11-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $109.68       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724932.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $50.86        | 0.00%             | 2025-02-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $5.35         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $79.70        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         666 | PA      | $588.82       | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                   | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                            | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7431982 | PA      | $7138599.69   | 0.24%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5115 | PA      | $4751.02      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638739.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2849 | PA      | $206.85       | 0.00%             | 2027-02-16      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200360.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         564 | PA      | $556.61       | 0.00%             | 2026-12-07      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201661.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13179 | PA      | $13055.95     | 0.00%             | 2026-12-08      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1529 | PA      | $1473.32      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2603 | PA      | $2652.44      | 0.00%             | 2025-01-26      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         339 | PA      | $23.62        | 0.00%             | 2025-01-31      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         941 | PA      | $937.47       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2886 | PA      | $2711.61      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5541 | PA      | $5510.73      | 0.00%             | 2026-10-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1248 | PA      | $1097.12      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13456 | PA      | $12008.10     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6044487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4082 | PA      | $3912.15      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198165.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1174 | PA      | $1161.02      | 0.00%             | 2026-12-07      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5989614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48178 | PA      | $45610.37     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17514 | PA      | $16793.33     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8477 | PA      | $6848.25      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $91.09        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2464 | PA      | $2263.05      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873145.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8537 | PA      | $8501.60      | 0.00%             | 2026-10-18      | Fixed         | 27.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $114.43       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| National Bank of Canada                                                         | National Bank of Canada                                                            | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     8300000 | PA      | $8153900.91   | 0.28%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163941621.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7276 | PA      | $0.00         | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638762.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3026 | PA      | $3006.87      | 0.00%             | 2027-02-16      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2539 | PA      | $2273.69      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         559 | PA      | $566.44       | 0.00%             | 2025-02-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007900.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2495 | PA      | $2463.30      | 0.00%             | 2026-11-09      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $76.98        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418009.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10013 | PA      | $9938.65      | 0.00%             | 2027-01-12      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6987 | PA      | $6608.34      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077512.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3170 | PA      | $3140.05      | 0.00%             | 2024-11-19      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4583735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         400 | PA      | $114.64       | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197172.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8224 | PA      | $8134.05      | 0.00%             | 2026-12-07      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $104.76       | 0.00%             | 2024-02-06      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc.                                               | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     2979000 | PA      | $2970901.62   | 0.10%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         837 | PA      | $57.75        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417607.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5261 | PA      | $5204.75      | 0.00%             | 2027-01-12      | Fixed         | 24.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         713 | PA      | $698.48       | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | Trivium Packaging Finance BV                                                       | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     7000000 | PA      | $6728540.00   | 0.23%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31335GMW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          15 | PA      | $15.19        | 0.00%             | 2026-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27187 | PA      | $24498.19     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991858925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $-0.06        | -0.00%            | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2183 | PA      | $2033.64      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3187 | PA      | $3030.55      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $220.27       | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1866558.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3394 | PA      | $3357.38      | 0.00%             | 2024-10-18      | Fixed         | 27.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23873 | PA      | $21927.55     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5339131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1960 | PA      | $1766.35      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873200.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1703 | PA      | $1684.98      | 0.00%             | 2024-10-18      | Fixed         | 28.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12672 | PA      | $12487.04     | 0.00%             | 2026-12-07      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         731 | PA      | $709.03       | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3452 | PA      | $1172.14      | 0.00%             | 2023-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079511.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5261 | PA      | $5221.99      | 0.00%             | 2026-11-19      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $67.18        | 0.00%             | 2024-01-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2149 | PA      | $496.56       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6534 | PA      | $6159.86      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36291LXE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3374 | PA      | $3444.15      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991883200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         566 | PA      | $126.09       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709427.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3320 | PA      | $3305.51      | 0.00%             | 2026-09-14      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128MJCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50630 | PA      | $52135.48     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $146.38       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DKW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8040 | PA      | $8179.70      | 0.00%             | 2030-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $151.43       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722438.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2165 | PA      | $2086.64      | 0.00%             | 2025-02-16      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200463.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1063 | PA      | $1053.53      | 0.00%             | 2026-12-08      | Fixed         | 28.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2164 | PA      | $2112.53      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         759 | PA      | $784.49       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710421.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12128 | PA      | $11937.88     | 0.00%             | 2026-09-14      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008476.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12879 | PA      | $12686.27     | 0.00%             | 2026-11-09      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642767.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11022 | PA      | $10921.65     | 0.00%             | 2027-02-16      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199663.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5147 | PA      | $5052.19      | 0.00%             | 2026-12-07      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $132.34       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         264 | PA      | $258.65       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5510254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1945 | PA      | $1893.02      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5182 | PA      | $3131.38      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13852 | PA      | $13221.58     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708484.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3179 | PA      | $3070.53      | 0.00%             | 2025-02-28      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.55        | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36291PY34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28054 | PA      | $29156.92     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2503 | PA      | $2043.72      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12431691.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24579 | PA      | $24961.17     | 0.00%             | 2026-03-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8960 | PA      | $8476.81      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414646.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         506 | PA      | $497.12       | 0.00%             | 2027-01-12      | Fixed         | 28.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2057 | PA      | $1981.81      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991882827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $186.08       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31402UYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13543 | PA      | $13994.59     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $159.63       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5616 | PA      | $5594.30      | 0.00%             | 2026-10-18      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5284691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4920 | PA      | $4107.26      | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991930736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.65        | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991623713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         641 | PA      | $648.93       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $1201.62      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $10.46        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         627 | PA      | $581.77       | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2548 | PA      | $2493.42      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9833 | PA      | $7216.21      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $149.38       | 0.00%             | 2025-02-03      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746052.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $20.28        | 0.00%             | 2024-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205812.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3093 | PA      | $3065.82      | 0.00%             | 2026-12-08      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7620 | PA      | $6952.91      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         789 | PA      | $755.98       | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6172108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4133 | PA      | $3922.68      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1121 | PA      | $1151.20      | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5625644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         282 | PA      | $277.26       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371E2V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          16 | PA      | $16.06        | 0.00%             | 2025-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.11         | 0.00%             | 2028-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         315 | PA      | $327.84       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3203 | PA      | $2987.48      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008078.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4197 | PA      | $4164.35      | 0.00%             | 2026-11-09      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1022 | PA      | $661.64       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.46         | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         477 | PA      | $484.89       | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3209 | PA      | $2694.57      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         760 | PA      | $786.96       | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128CULH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17053 | PA      | $17312.87     | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6184005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11260 | PA      | $10579.65     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201612.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1404 | PA      | $1388.26      | 0.00%             | 2024-12-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         932 | PA      | $857.01       | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45691.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5644054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2081 | PA      | $1970.17      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $19612500.00  | 0.67%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079136.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13949 | PA      | $13896.88     | 0.00%             | 2026-11-19      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 161888275.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6848 | PA      | $6643.81      | 0.00%             | 2024-11-14      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14953646.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38414 | PA      | $38256.43     | 0.00%             | 2027-06-06      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1246 | PA      | $430.47       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645504.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10324 | PA      | $10262.79     | 0.00%             | 2027-02-17      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2305 | PA      | $2156.20      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         450 | PA      | $431.39       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12595 | PA      | $12461.90     | 0.00%             | 2026-12-07      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $192.57       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2515 | PA      | $2444.54      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9278 | PA      | $9193.05      | 0.00%             | 2026-12-08      | Fixed         | 28.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658080.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12405 | PA      | $11810.17     | 0.00%             | 2026-11-08      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173910442.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14051 | PA      | $13695.04     | 0.00%             | 2026-01-28      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2413 | PA      | $2308.97      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1553 | PA      | $1428.39      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4134 | PA      | $3969.70      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $187.36       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12125835.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12609 | PA      | $12585.00     | 0.00%             | 2027-03-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         283 | PA      | $287.99       | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415609.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1690 | PA      | $1678.25      | 0.00%             | 2027-01-12      | Fixed         | 26.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         353 | PA      | $365.56       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         296 | PA      | $299.45       | 0.00%             | 2025-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $33.28        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991864157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $143.92       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635952.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1498 | PA      | $221.16       | 0.00%             | 2027-02-15      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709207.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9574 | PA      | $9126.18      | 0.00%             | 2027-02-16      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651787.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9105 | PA      | $348.94       | 0.00%             | 2025-10-08      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $139.20       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $108.96       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2495 | PA      | $2272.27      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         379 | PA      | $395.53       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631536.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1073 | PA      | $1058.12      | 0.00%             | 2025-07-15      | Fixed         | 18.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $6.90         | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6174844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3620 | PA      | $3426.05      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2138 | PA      | $2062.74      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.66        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687146.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9947 | PA      | $9585.44      | 0.00%             | 2026-12-16      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1517910.00   | 0.05%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077173.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10342 | PA      | $10303.32     | 0.00%             | 2026-11-19      | Fixed         | 26.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1035 | PA      | $553.35       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $114.01       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4584257.65   | 0.16%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201560.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1536 | PA      | $1511.48      | 0.00%             | 2024-12-08      | Fixed         | 28.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007489.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5745 | PA      | $5686.78      | 0.00%             | 2026-11-09      | Fixed         | 11.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       74912 | PA      | $70704.96     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.26         | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202378.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5597 | PA      | $404.12       | 0.00%             | 2027-10-08      | Fixed         | 16.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $111.99       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414740.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1241 | PA      | $90.62        | 0.00%             | 2025-01-12      | Fixed         | 9.60%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6840 | PA      | $6621.21      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4388 | PA      | $4333.86      | 0.00%             | 2027-02-16      | Fixed         | 18.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1379 | PA      | $1104.38      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413111.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6653 | PA      | $6599.44      | 0.00%             | 2027-01-11      | Fixed         | 9.07%                 | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                       | Cablevision Lightpath LLC                                                          | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $7829014.25   | 0.27%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                        | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3035406.00   | 0.10%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9321 | PA      | $8339.06      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                          | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4500000 | PA      | $3712600.58   | 0.13%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         972 | PA      | $954.56       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       60686 | PA      | $56876.70     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.84        | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173391094.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1176 | PA      | $1148.68      | 0.00%             | 2024-01-05      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5625361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4508 | PA      | $4339.66      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3425 | PA      | $632.69       | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411685.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12643 | PA      | $6444.68      | 0.00%             | 2027-01-11      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $79.93        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $-1.03        | -0.00%            | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5479 | PA      | $5145.64      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $215.08       | 0.00%             | 2025-02-07      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991540582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1218 | PA      | $1231.00      | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694587.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7288 | PA      | $7034.08      | 0.00%             | 2025-01-13      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4900 | PA      | $355.91       | 0.00%             | 2026-10-18      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413018.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         951 | PA      | $932.90       | 0.00%             | 2027-01-11      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009328.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1161 | PA      | $1153.84      | 0.00%             | 2024-11-09      | Fixed         | 21.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         335 | PA      | $6.11         | 0.00%             | 2025-01-24      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $0.00         | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $88.14        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991905481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $154.41       | 0.00%             | 2025-02-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         783 | PA      | $498.13       | 0.00%             | 2025-01-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12409 | PA      | $11953.02     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204012.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2769 | PA      | $1542.27      | 0.00%             | 2026-12-08      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $143.87       | 0.00%             | 2025-01-18      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170055181.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9459 | PA      | $9170.82      | 0.00%             | 2025-09-16      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991901138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $19.84        | 0.00%             | 2025-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $66.94        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4927752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $43.14        | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         705 | PA      | $545.51       | 0.00%             | 2025-01-27      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $133.52       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $121.47       | 0.00%             | 2025-01-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199767.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5165 | PA      | $3039.11      | 0.00%             | 2026-12-07      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $14.19        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         543 | PA      | $260.06       | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1674 | PA      | $1637.02      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $17.63        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2031 | PA      | $1981.82      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.47         | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1975632.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2018 | PA      | $1999.82      | 0.00%             | 2024-11-09      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2246 | PA      | $2165.21      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639543.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8645 | PA      | $8569.88      | 0.00%             | 2027-02-16      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $40.55        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $318.59       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $210.50       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LCM XVIII LP                                                                    | LCM XVIII LP, Series 18A, Class DR                                                 | CUSIP: 50188GAW3<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |     6860000 | PA      | $6220580.30   | 0.21%             | 2031-04-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $116.94       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603532.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8554 | PA      | $8255.86      | 0.00%             | 2026-08-12      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         750 | PA      | $760.82       | 0.00%             | 2025-02-04      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991562985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         263 | PA      | $276.37       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3329 | PA      | $1920.02      | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31371LDM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         270 | PA      | $272.55       | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711582.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22264 | PA      | $22112.62     | 0.00%             | 2026-09-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077140.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4180 | PA      | $4143.76      | 0.00%             | 2024-11-19      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.00         | 0.00%             | 2028-01-22      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $4.16         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991844653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         313 | PA      | $318.91       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2281 | PA      | $2190.66      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19986 | PA      | $19055.42     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $96.39        | 0.00%             | 2024-01-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3122 | PA      | $3017.43      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991844028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2190 | PA      | $2270.73      | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634613.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5043 | PA      | $4992.78      | 0.00%             | 2025-02-15      | Fixed         | 8.55%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         635 | PA      | $639.58       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11727 | PA      | $11373.60     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2713 | PA      | $2381.53      | 0.00%             | 2023-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991535064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         869 | PA      | $629.80       | 0.00%             | 2024-01-18      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2293 | PA      | $2230.70      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $114.43       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.24        | 0.00%             | 2024-01-31      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644980.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1668 | PA      | $1652.89      | 0.00%             | 2027-02-17      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         532 | PA      | $507.53       | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $223.94       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174031108.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24695 | PA      | $24575.65     | 0.00%             | 2026-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         291 | PA      | $299.36       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6370 | PA      | $6082.05      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12144621.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7434 | PA      | $7357.02      | 0.00%             | 2025-01-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         684 | PA      | $655.77       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1085 | PA      | $972.56       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20030 | PA      | $19167.22     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679818.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11695 | PA      | $11492.38     | 0.00%             | 2024-12-30      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $112.75       | 0.00%             | 2025-02-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6108 | PA      | $6051.41      | 0.00%             | 2027-04-09      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206165.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7401 | PA      | $7344.89      | 0.00%             | 2027-05-08      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4248 | PA      | $4069.22      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8771 | PA      | $8228.74      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6334 | PA      | $6068.68      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         542 | PA      | $529.29       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         910 | PA      | $891.23       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459441.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14899 | PA      | $14921.57     | 0.00%             | 2027-03-11      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         526 | PA      | $541.91       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $0.87         | 0.00%             | 2028-02-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635077.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10416 | PA      | $10065.83     | 0.00%             | 2024-11-05      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991920069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $136.66       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4456 | PA      | $4345.76      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3978 | PA      | $3656.28      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $65.66        | 0.00%             | 2024-02-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5033157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2579 | PA      | $1906.66      | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29969 | PA      | $28688.00     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991580987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         742 | PA      | $773.61       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $170.66       | 0.00%             | 2025-02-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410276.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         840 | PA      | $830.07       | 0.00%             | 2027-01-11      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1231 | PA      | $998.29       | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $61.10        | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1276 | PA      | $388.71       | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40902 | PA      | $37489.97     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6370 | PA      | $6170.82      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $206.45       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $218.24       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006392.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1844 | PA      | $1820.61      | 0.00%             | 2026-11-09      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5117854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1423 | PA      | $665.94       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5377620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20106 | PA      | $15566.48     | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $234.19       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079292.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1862 | PA      | $132.58       | 0.00%             | 2027-04-19      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633894.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4431 | PA      | $4382.24      | 0.00%             | 2029-02-15      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203667.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13028 | PA      | $12902.91     | 0.00%             | 2026-12-08      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6298830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14034 | PA      | $13045.04     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         933 | PA      | $974.64       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640445.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3054 | PA      | $219.48       | 0.00%             | 2027-02-16      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712143.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4140 | PA      | $4114.49      | 0.00%             | 2026-09-14      | Fixed         | 21.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628048.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4443 | PA      | $4317.53      | 0.00%             | 2024-09-28      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196035.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4561 | PA      | $4511.53      | 0.00%             | 2026-12-07      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991886335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $316.98       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         503 | PA      | $484.54       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $218.77       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $0.25         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22967 | PA      | $11726.94     | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6095 | PA      | $5601.93      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203589.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4305 | PA      | $4267.73      | 0.00%             | 2026-12-08      | Fixed         | 24.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $77.02        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198003.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7647 | PA      | $4033.38      | 0.00%             | 2026-12-07      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $140.46       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196231.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8134 | PA      | $8039.13      | 0.00%             | 2024-12-07      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.89        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6517 | PA      | $4969.52      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                          | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     7100000 | PA      | $6965643.51   | 0.24%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6779 | PA      | $6695.08      | 0.00%             | 2024-11-09      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2696 | PA      | $2423.28      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         838 | PA      | $737.21       | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991868577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $225.79       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26406 | PA      | $17036.42     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991875987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         335 | PA      | $333.94       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201876.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         962 | PA      | $952.51       | 0.00%             | 2026-12-08      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079921.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2624 | PA      | $2614.67      | 0.00%             | 2026-11-19      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2075 | PA      | $2014.71      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6180787.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12551 | PA      | $11287.04     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $-2.98        | -0.00%            | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18778 | PA      | $18617.69     | 0.00%             | 2026-11-19      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $111.52       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $0.00         | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076319.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3483 | PA      | $3471.61      | 0.00%             | 2026-11-19      | Fixed         | 27.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8526 | PA      | $7938.73      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8671 | PA      | $7529.25      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1362 | PA      | $390.09       | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195192.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2804 | PA      | $2760.56      | 0.00%             | 2026-12-07      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074944.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3053 | PA      | $3019.55      | 0.00%             | 2024-11-19      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4777853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1540 | PA      | $662.57       | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3584 | PA      | $2569.75      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $254.17       | 0.00%             | 2025-02-02      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     5300000 | PA      | $3970037.45   | 0.13%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23496 | PA      | $22430.83     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1235 | PA      | $1133.81      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9636 | PA      | $9232.55      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1391 | PA      | $1377.89      | 0.00%             | 2025-01-12      | Fixed         | 8.85%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2662 | PA      | $2579.90      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         488 | PA      | $492.77       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $65.63        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1369 | PA      | $1281.18      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3514 | PA      | $2391.61      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $206.11       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170268845.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4205 | PA      | $4072.28      | 0.00%             | 2023-10-06      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         734 | PA      | $758.32       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1205 | PA      | $1149.81      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874479.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2884 | PA      | $207.11       | 0.00%             | 2024-10-18      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.66        | 0.00%             | 2025-01-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $225.53       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $142.00       | 0.00%             | 2025-01-30      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.56        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.23         | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5910 | PA      | $5637.91      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $61.82        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $88.56        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $132.94       | 0.00%             | 2024-01-23      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                          | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1571033.75   | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2937745.76   | 0.10%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $86.81        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5699811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         564 | PA      | $402.52       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650847.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6596 | PA      | $6369.64      | 0.00%             | 2026-10-29      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635861.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7304 | PA      | $7232.47      | 0.00%             | 2027-02-15      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410102.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3015 | PA      | $731.44       | 0.00%             | 2027-01-11      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4772 | PA      | $4657.41      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12841 | PA      | $12379.12     | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $70.01        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10366 | PA      | $9920.31      | 0.00%             | 2024-05-21      | 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-S7, Class PT | CUSIP: 21050KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      354565 | PA      | $331586.19    | 0.01%             | 2044-12-15      | Variable      | 10.74%                | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | Celanese US Holdings LLC                                                           | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6182841.54   | 0.21%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5079 | PA      | $4819.36      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $245.61       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $147.48       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715164.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4704 | PA      | $4534.37      | 0.00%             | 2027-02-15      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007022.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1301 | PA      | $1289.64      | 0.00%             | 2024-11-09      | Fixed         | 11.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17630 | PA      | $2568.71      | 0.00%             | 2027-01-12      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.57        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         786 | PA      | $818.16       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685272.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16840 | PA      | $16419.74     | 0.00%             | 2024-12-28      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1687 | PA      | $1721.24      | 0.00%             | 2025-01-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872381.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2108 | PA      | $2096.16      | 0.00%             | 2026-10-18      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $3.74         | 0.00%             | 2023-06-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1511 | PA      | $1458.17      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2378 | PA      | $2301.67      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1109 | PA      | $574.38       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       74485 | PA      | $65806.02     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3919 | PA      | $3804.13      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6302 | PA      | $5898.47      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12463831.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8829 | PA      | $8855.60      | 0.00%             | 2027-03-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33082 | PA      | $31839.49     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $125.08       | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5556129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1422 | PA      | $1219.14      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6623 | PA      | $6338.80      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         589 | PA      | $451.31       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         586 | PA      | $615.03       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         347 | PA      | $355.07       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2700 | PA      | $2618.82      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $5.95         | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415348.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19019 | PA      | $18872.38     | 0.00%             | 2027-01-12      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $216.92       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17484422.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20819 | PA      | $21051.26     | 0.00%             | 2027-09-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $203.72       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18957 | PA      | $18471.31     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.37        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991868003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $264.12       | 0.00%             | 2025-02-07      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631679.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3570 | PA      | $3533.55      | 0.00%             | 2025-02-15      | Fixed         | 6.61%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $241.52       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9668 | PA      | $9109.23      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $18.95        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         866 | PA      | $766.71       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991534.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5418 | PA      | $5360.85      | 0.00%             | 2026-11-09      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991571433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $163.60       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5542667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11428 | PA      | $7184.17      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2805 | PA      | $2594.31      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2257 | PA      | $2173.16      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $2.54         | 0.00%             | 2028-02-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7658 | PA      | $5160.36      | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128F5LM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          24 | PA      | $23.84        | 0.00%             | 2025-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         455 | PA      | $462.22       | 0.00%             | 2025-02-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $125.19       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $97.06        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636781.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2568 | PA      | $2526.83      | 0.00%             | 2027-02-15      | Fixed         | 31.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11678649.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13124 | PA      | $13078.26     | 0.00%             | 2025-12-17      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $163.21       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2462 | PA      | $2390.60      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200243.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         915 | PA      | $901.03       | 0.00%             | 2027-05-07      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2290 | PA      | $2093.76      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         177 | PA      | $174.17       | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721421.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13832 | PA      | $13299.09     | 0.00%             | 2025-02-15      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1474 | PA      | $1532.13      | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12172939.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14565 | PA      | $14714.80     | 0.00%             | 2025-03-07      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         285 | PA      | $22.98        | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6944 | PA      | $6574.13      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10157776.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28272 | PA      | $28985.31     | 0.00%             | 2025-08-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $0.93         | 0.00%             | 2027-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $2.90         | 0.00%             | 2025-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $27.43        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9917 | PA      | $7756.66      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         252 | PA      | $264.02       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2680 | PA      | $2631.98      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         759 | PA      | $793.21       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1136 | PA      | $1130.98      | 0.00%             | 2027-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       56539 | PA      | $13686.66     | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202C3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1838 | PA      | $1870.28      | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.22        | 0.00%             | 2024-01-22      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201683.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2505 | PA      | $2478.31      | 0.00%             | 2026-12-08      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415025.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3206 | PA      | $228.40       | 0.00%             | 2027-01-12      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22234 | PA      | $21138.49     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         808 | PA      | $841.37       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6414 | PA      | $6191.74      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25356 | PA      | $25272.68     | 0.00%             | 2026-11-19      | Fixed         | 26.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3838 | PA      | $3612.18      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991847475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.69        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         173 | PA      | $179.60       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5699419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7343 | PA      | $6774.83      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $219.67       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2982 | PA      | $2888.12      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $100.96       | 0.00%             | 2024-02-04      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709042.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $254.57       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $5.52         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $7.35         | 0.00%             | 2025-02-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| PSMC Trust                                                                      | PSMC Trust, Series 2021-3, Class A3                                                | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15561945 | PA      | $13828905.77  | 0.47%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1190 | PA      | $1073.66      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $70.50        | 0.00%             | 2024-01-25      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $86.79        | 0.00%             | 2024-01-27      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417088.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6514 | PA      | $6430.39      | 0.00%             | 2027-01-12      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10913 | PA      | $9730.22      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1374 | PA      | $918.80       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1571 | PA      | $1043.64      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5291095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4325 | PA      | $4055.18      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         222 | PA      | $224.31       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711325.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13228 | PA      | $13123.21     | 0.00%             | 2026-09-14      | Fixed         | 9.58%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708429.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2472 | PA      | $2456.53      | 0.00%             | 2026-09-14      | Fixed         | 20.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $74.77        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21104 | PA      | $20127.94     | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2004 | PA      | $1986.70      | 0.00%             | 2026-11-19      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $0.00         | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31167 | PA      | $27650.00     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $85.58        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872904.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4217 | PA      | $4193.94      | 0.00%             | 2026-10-18      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2834 | PA      | $2745.05      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5579302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4645 | PA      | $2724.11      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1288 | PA      | $1321.11      | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201388.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2584 | PA      | $2561.54      | 0.00%             | 2026-12-08      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         193 | PA      | $196.60       | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991600295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $161.32       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.11        | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         757 | PA      | $792.80       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008689.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2179 | PA      | $-96.95       | -0.00%            | 2027-04-09      | Fixed         | 31.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $31.71        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5399550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4408 | PA      | $4180.18      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5818 | PA      | $5486.70      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410499.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1545 | PA      | $1520.04      | 0.00%             | 2027-01-11      | Fixed         | 31.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872957.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10671 | PA      | $10527.87     | 0.00%             | 2026-10-18      | Fixed         | 18.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005541.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6992 | PA      | $6945.69      | 0.00%             | 2026-11-09      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409027.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1442 | PA      | $1429.09      | 0.00%             | 2027-01-11      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $103.61       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8291 | PA      | $8213.49      | 0.00%             | 2026-11-09      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $105.13       | 0.00%             | 2024-02-06      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201288.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2707 | PA      | $2684.74      | 0.00%             | 2026-12-08      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7461 | PA      | $7000.10      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206744.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25096 | PA      | $24833.35     | 0.00%             | 2026-12-08      | Fixed         | 13.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077816.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         779 | PA      | $773.48       | 0.00%             | 2024-11-19      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         707 | PA      | $689.45       | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         262 | PA      | $266.98       | 0.00%             | 2025-02-02      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009329.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3911 | PA      | $279.59       | 0.00%             | 2026-11-09      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1323 | PA      | $1236.38      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689338.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12631 | PA      | $12163.13     | 0.00%             | 2025-01-28      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1547 | PA      | $1363.29      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.03        | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $187.02       | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200076.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44205 | PA      | $43728.50     | 0.00%             | 2026-12-07      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416327.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21542 | PA      | $21351.62     | 0.00%             | 2027-01-12      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077934.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6215 | PA      | $6160.31      | 0.00%             | 2026-11-19      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         770 | PA      | $803.53       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2973 | PA      | $2693.25      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644671.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7100 | PA      | $7029.66      | 0.00%             | 2025-02-17      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $259.45       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         496 | PA      | $481.73       | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7572 | PA      | $7185.72      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $159.03       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644444.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7708 | PA      | $552.30       | 0.00%             | 2027-02-17      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632232.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7796 | PA      | $7708.03      | 0.00%             | 2027-02-15      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12185324.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11874 | PA      | $7232.20      | 0.00%             | 2027-03-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5141482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2827 | PA      | $2729.50      | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1304 | PA      | $93.80        | 0.00%             | 2026-10-18      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5478 | PA      | $5366.99      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173397544.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1453 | PA      | $1427.54      | 0.00%             | 2024-01-20      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1165 | PA      | $1171.89      | 0.00%             | 2024-02-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4348 | PA      | $4081.86      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689111.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5351 | PA      | $1414.73      | 0.00%             | 2024-12-21      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633915.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1523 | PA      | $1499.01      | 0.00%             | 2027-02-15      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991879365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $148.18       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.36        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.88        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         803 | PA      | $770.51       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660714.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8231 | PA      | $7842.53      | 0.00%             | 2026-11-10      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3935 | PA      | $3823.96      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $96.66        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         492 | PA      | $499.56       | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $141.81       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197650.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6325 | PA      | $6255.25      | 0.00%             | 2026-12-07      | Fixed         | 15.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11695015.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25014 | PA      | $25021.18     | 0.00%             | 2024-12-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5292089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1740 | PA      | $1403.05      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4903 | PA      | $3702.99      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1068 | PA      | $1122.18      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $96.90        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5873 | PA      | $5811.70      | 0.00%             | 2026-12-08      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6806 | PA      | $6322.41      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11864 | PA      | $11270.80     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641861.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18011 | PA      | $17767.38     | 0.00%             | 2027-02-16      | Fixed         | 16.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638255.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1755 | PA      | $1733.52      | 0.00%             | 2027-02-16      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14108 | PA      | $13534.88     | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642308.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7257 | PA      | $7191.24      | 0.00%             | 2025-02-16      | Fixed         | 10.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4830906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1428 | PA      | $806.73       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1687 | PA      | $1422.58      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1596 | PA      | $412.71       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46434 | PA      | $44113.56     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4569 | PA      | $4236.16      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18018 | PA      | $17266.11     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5339178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4267 | PA      | $4145.70      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4621989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $176.26       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4634 | PA      | $4349.54      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $111.87       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991887900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $3.93         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $80.01        | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5479438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1550 | PA      | $882.16       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4800609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         618 | PA      | $557.00       | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5203735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6108 | PA      | $3231.96      | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3352 | PA      | $3087.99      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $135.80       | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1623 | PA      | $1297.56      | 0.00%             | 2023-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644467.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1803 | PA      | $1786.52      | 0.00%             | 2027-02-16      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991539593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         683 | PA      | $530.53       | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7174 | PA      | $6750.45      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4073 | PA      | $283.53       | 0.00%             | 2027-03-18      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         842 | PA      | $881.07       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640422.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5038 | PA      | $5001.20      | 0.00%             | 2027-02-16      | Fixed         | 7.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4807880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19851 | PA      | $9028.31      | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4204 | PA      | $4082.60      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1329 | PA      | $1314.62      | 0.00%             | 2024-10-18      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $14.43        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.89         | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412202.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5168 | PA      | $5114.36      | 0.00%             | 2027-01-11      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1041 | PA      | $985.21       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $126.69       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417581.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3793 | PA      | $3744.89      | 0.00%             | 2027-01-12      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4346 | PA      | $3894.70      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2051 | PA      | $1857.26      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007173.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         792 | PA      | $781.56       | 0.00%             | 2025-04-09      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $21.80        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7729 | PA      | $7361.02      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.10         | 0.00%             | 2025-01-31      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5267196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2396 | PA      | $1907.16      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14542 | PA      | $14138.89     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1264 | PA      | $1209.03      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7596 | PA      | $7131.22      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $-3.73        | -0.00%            | 2025-01-24      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36469 | PA      | $32283.53     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080104.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43404 | PA      | $42840.76     | 0.00%             | 2027-04-19      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674113.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8823 | PA      | $7492.34      | 0.00%             | 2026-12-16      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1700548.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4875 | PA      | $4746.80      | 0.00%             | 2027-01-24      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5404724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         442 | PA      | $434.86       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8478 | PA      | $7212.74      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4822253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2767 | PA      | $1452.77      | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4876174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         889 | PA      | $572.03       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12107891.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13906 | PA      | $13796.25     | 0.00%             | 2027-03-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         523 | PA      | $497.49       | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1760 | PA      | $1711.28      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.37        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371HB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1317 | PA      | $1366.38      | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5771903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29095 | PA      | $28292.74     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1096 | PA      | $1066.18      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2315 | PA      | $2255.60      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413509.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1118 | PA      | $1105.56      | 0.00%             | 2027-01-11      | Fixed         | 30.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $108.85       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5382 | PA      | $388.97       | 0.00%             | 2027-06-12      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10317 | PA      | $6643.50      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12443256.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31940 | PA      | $32387.58     | 0.00%             | 2026-03-24      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418174.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8821 | PA      | $8756.70      | 0.00%             | 2027-01-12      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4618 | PA      | $4504.83      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708037.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2941 | PA      | $2836.58      | 0.00%             | 2025-02-15      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         274 | PA      | $281.95       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5493029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         327 | PA      | $309.04       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         532 | PA      | $0.00         | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4692944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $71.73        | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991914304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $127.33       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991933771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $235.63       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9052 | PA      | $8987.01      | 0.00%             | 2027-02-16      | Fixed         | 28.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.67         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873745.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8376 | PA      | $7868.69      | 0.00%             | 2026-10-18      | Fixed         | 17.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624631.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11879 | PA      | $1671.48      | 0.00%             | 2024-09-22      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630116.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5312 | PA      | $5227.00      | 0.00%             | 2027-02-15      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $113.14       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $19.23        | 0.00%             | 2024-01-25      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $101.82       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1740433.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1495 | PA      | $1488.60      | 0.00%             | 2025-03-23      | Fixed         | 8.60%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645378.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4662 | PA      | $4630.57      | 0.00%             | 2027-02-17      | Fixed         | 22.72%                | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     7850000 | PA      | $7296997.02   | 0.25%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5437 | PA      | $5001.72      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $129.89       | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712431.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2574 | PA      | $2559.39      | 0.00%             | 2026-09-14      | Fixed         | 29.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873877.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3840 | PA      | $3818.92      | 0.00%             | 2026-10-18      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1151 | PA      | $1140.78      | 0.00%             | 2027-01-11      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1961 | PA      | $1906.19      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16617425.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19729 | PA      | $20019.84     | 0.00%             | 2027-09-15      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873402.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4441 | PA      | $4199.16      | 0.00%             | 2024-10-18      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3271 | PA      | $3050.43      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1085 | PA      | $1050.98      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419541.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12430 | PA      | $12335.67     | 0.00%             | 2027-01-12      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009557.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4010 | PA      | $3982.27      | 0.00%             | 2024-11-09      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         498 | PA      | $513.90       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $183.07       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $231.42       | 0.00%             | 2025-01-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633648.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9017 | PA      | $8894.64      | 0.00%             | 2027-02-15      | Fixed         | 20.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412503.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1720 | PA      | $252.56       | 0.00%             | 2027-01-11      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         281 | PA      | $19.39        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173430770.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27882 | PA      | $26272.48     | 0.00%             | 2026-02-01      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005859.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11425 | PA      | $11342.23     | 0.00%             | 2026-11-09      | Fixed         | 28.42%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                      | Allison Transmission, Inc.                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6747125.00   | 0.23%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6203 | PA      | $6138.70      | 0.00%             | 2026-12-08      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2030000 | PA      | $1784464.03   | 0.06%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $32.91        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4773759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         291 | PA      | $111.74       | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         261 | PA      | $264.77       | 0.00%             | 2025-01-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1439 | PA      | $560.33       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410161.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1392 | PA      | $1376.99      | 0.00%             | 2025-01-11      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418909.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         676 | PA      | $662.86       | 0.00%             | 2025-01-12      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408028.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2429 | PA      | $2404.27      | 0.00%             | 2025-01-11      | Fixed         | 9.20%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412961.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1726 | PA      | $496.15       | 0.00%             | 2027-06-12      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4264 | PA      | $2530.61      | 0.00%             | 2027-05-08      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $231.70       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991587665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $84.96        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $209.64       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3079 | PA      | $2959.04      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5967079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1444 | PA      | $1393.74      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5556515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1617 | PA      | $1578.63      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12118 | PA      | $6925.16      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007782.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10164 | PA      | $10010.54     | 0.00%             | 2026-11-09      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991860524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $232.34       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2169853.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4582 | PA      | $4529.39      | 0.00%             | 2027-05-08      | Fixed         | 22.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415554.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         499 | PA      | $490.37       | 0.00%             | 2027-01-12      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3328 | PA      | $3250.04      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4790824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3330 | PA      | $969.67       | 0.00%             | 2023-05-29      | None          | 0.00%                 | 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        |     7600000 | PA      | $5783808.47   | 0.20%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873110.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3659 | PA      | $3640.18      | 0.00%             | 2026-10-18      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $0.13         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077363.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4599 | PA      | $320.07       | 0.00%             | 2026-11-19      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.83        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991868870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $32.90        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991921265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $104.28       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $274.26       | 0.00%             | 2025-02-06      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991932898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         440 | PA      | $442.20       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $133.61       | 0.00%             | 2024-01-31      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $165.65       | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5789861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         489 | PA      | $472.20       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         214 | PA      | $220.90       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171666793.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2679 | PA      | $2597.53      | 0.00%             | 2023-10-28      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2572 | PA      | $2485.84      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413084.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1970 | PA      | $140.75       | 0.00%             | 2025-01-11      | Fixed         | 29.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007501.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4734 | PA      | $346.31       | 0.00%             | 2024-11-09      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10339 | PA      | $10170.20     | 0.00%             | 2027-05-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6357410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6712 | PA      | $6289.01      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $9.33         | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1008 | PA      | $327.89       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3238 | PA      | $3214.87      | 0.00%             | 2024-11-19      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2184 | PA      | $1969.33      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711241.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3224 | PA      | $3182.79      | 0.00%             | 2026-09-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1869707.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12376 | PA      | $12198.65     | 0.00%             | 2026-10-18      | Fixed         | 17.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $120.78       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5304427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3519 | PA      | $3112.64      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5164324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1129 | PA      | $1105.55      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128CUMV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6944 | PA      | $7048.79      | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $291.46       | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $135.61       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654004.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3320 | PA      | $3190.13      | 0.00%             | 2024-11-10      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         476 | PA      | $483.94       | 0.00%             | 2025-02-05      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4010 | PA      | $3737.24      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         409 | PA      | $427.47       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Altria Group, Inc.                                                              | Altria Group, Inc.                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $10985839.89  | 0.37%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203066.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12271 | PA      | $12134.20     | 0.00%             | 2024-12-08      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2088 | PA      | $1947.05      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12417 | PA      | $12342.70     | 0.00%             | 2027-01-11      | Fixed         | 7.26%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16988 | PA      | $16186.03     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1965 | PA      | $1892.17      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $94.61        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $131.17       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $83.72        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $233.78       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17907 | PA      | $16409.19     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $363.37       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991895135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $79.15        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1751 | PA      | $1786.00      | 0.00%             | 2025-01-25      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1459 | PA      | $788.39       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5246866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26236 | PA      | $24788.49     | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4645 | PA      | $4480.77      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4185 | PA      | $2013.60      | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2787 | PA      | $2654.53      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2702 | PA      | $2588.41      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         681 | PA      | $704.59       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6331375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11477 | PA      | $10644.59     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9112 | PA      | $8658.42      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $7.29         | 0.00%             | 2025-02-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991543705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $2.86         | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7250 | PA      | $7115.00      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     5300000 | PA      | $47570.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007255.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5238 | PA      | $5204.84      | 0.00%             | 2026-11-09      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626827.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21915 | PA      | $21060.24     | 0.00%             | 2026-09-27      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $37.78        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $125.73       | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5277364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1316 | PA      | $1020.47      | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991873746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $17.11        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         519 | PA      | $510.55       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5113266.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1765 | PA      | $1498.56      | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5100485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4264 | PA      | $1892.39      | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3720 | PA      | $2955.96      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $153.12       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13107 | PA      | $12460.06     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $7.40         | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3198 | PA      | $3090.71      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         190 | PA      | $195.65       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         303 | PA      | $291.17       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9529 | PA      | $3833.72      | 0.00%             | 2023-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         502 | PA      | $491.80       | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6172231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         417 | PA      | $401.56       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645652.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5340 | PA      | $5154.40      | 0.00%             | 2026-11-02      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1684433.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3609 | PA      | $3487.92      | 0.00%             | 2025-01-06      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $-1.26        | -0.00%            | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5599893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2196 | PA      | $1947.33      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $2.15         | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4348604.58   | 0.15%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $99.60        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611390.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1641 | PA      | $1611.54      | 0.00%             | 2026-08-09      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $117.97       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2904 | PA      | $2726.92      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873221.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1675 | PA      | $1651.25      | 0.00%             | 2026-10-18      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $150.60       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25176694.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         833 | PA      | $61.98        | 0.00%             | 2027-12-16      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2333 | PA      | $2273.57      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008991.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6823 | PA      | $6759.66      | 0.00%             | 2024-11-09      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5411388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         959 | PA      | $499.22       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419066.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1562 | PA      | $1549.00      | 0.00%             | 2027-01-12      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         369 | PA      | $354.33       | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2165 | PA      | $947.65       | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873441.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9776 | PA      | $1470.61      | 0.00%             | 2026-10-18      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $95.48        | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.86        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $183.55       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $152.20       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $70.35        | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $83.39        | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5290545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $145.43       | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1624 | PA      | $1660.18      | 0.00%             | 2025-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3842 | PA      | $3411.69      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5382984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1657 | PA      | $1506.24      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16681389.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5673 | PA      | $5735.45      | 0.00%             | 2024-09-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $28.83        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11737 | PA      | $11014.27     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         305 | PA      | $321.39       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200255.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6822 | PA      | $6696.25      | 0.00%             | 2026-12-07      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $124.42       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3736 | PA      | $3598.71      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FR Franklin LLC                                                                 | Franklin Floating Rate Income Fund                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |    23707540 | NS      | $184444661.46 | 6.27%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991900261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $179.48       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2186 | PA      | $1850.63      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $65.55        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                        | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     8700000 | PA      | $7397364.05   | 0.25%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197856.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4472 | PA      | $4421.74      | 0.00%             | 2026-12-07      | Fixed         | 11.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $17.57        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $79.44        | 0.00%             | 2023-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416695.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3719 | PA      | $3698.02      | 0.00%             | 2027-01-12      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2177 | PA      | $2071.89      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5172 | PA      | $4927.54      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         542 | PA      | $525.33       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1965 | PA      | $1866.11      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642792.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1085 | PA      | $1078.64      | 0.00%             | 2027-02-16      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773994.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $7.58         | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008914.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3256 | PA      | $3233.25      | 0.00%             | 2027-04-09      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11723942.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40944 | PA      | $41212.57     | 0.00%             | 2026-12-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $104.17       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872779.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1657 | PA      | $1647.36      | 0.00%             | 2026-10-18      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643831.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4317 | PA      | $4285.78      | 0.00%             | 2027-07-16      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $112.37       | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175425.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       53341 | PA      | $45039.03     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2328 | PA      | $2443.42      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $7.75         | 0.00%             | 2024-01-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $6.20         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $214.77       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991872591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $0.64         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5975622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8318 | PA      | $8073.84      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $98.37        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1677272.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8285 | PA      | $8015.09      | 0.00%             | 2024-12-28      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3193 | PA      | $3044.41      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $58.02        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6044545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3031 | PA      | $2880.56      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6947 | PA      | $6870.17      | 0.00%             | 2025-01-11      | Fixed         | 8.58%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $112.72       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991582394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         484 | PA      | $480.34       | 0.00%             | 2024-01-20      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $64.58        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         687 | PA      | $491.97       | 0.00%             | 2025-02-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36291J2D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38248 | PA      | $39919.31     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10478 | PA      | $9656.85      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18479 | PA      | $17938.29     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695361.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13322 | PA      | $12888.19     | 0.00%             | 2027-01-14      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18701 | PA      | $1334.35      | 0.00%             | 2027-01-11      | Fixed         | 24.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2420487.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1685 | PA      | $1668.92      | 0.00%             | 2027-01-12      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419121.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6353 | PA      | $6266.57      | 0.00%             | 2027-06-12      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1023 | PA      | $971.46       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eaton Corp.                                                                     | Eaton Corp.                                                                        | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1839424.05   | 0.06%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13840 | PA      | $13187.03     | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2998 | PA      | $2496.67      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673690.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29601 | PA      | $28216.47     | 0.00%             | 2026-12-16      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $230.55       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419716.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8083 | PA      | $8005.08      | 0.00%             | 2027-01-12      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206271.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7685 | PA      | $539.00       | 0.00%             | 2027-05-08      | Fixed         | 30.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         317 | PA      | $314.07       | 0.00%             | 2025-01-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $339.81       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.35         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         774 | PA      | $599.03       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                      | Allison Transmission, Inc.                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2880480.00   | 0.10%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1649 | PA      | $1605.47      | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4585 | PA      | $3367.00      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698062.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $157.94       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009190.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16214 | PA      | $16054.46     | 0.00%             | 2026-11-09      | Fixed         | 11.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         341 | PA      | $353.68       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005412.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2313 | PA      | $164.80       | 0.00%             | 2026-11-09      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2718 | PA      | $2505.49      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $166.89       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659052.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2656 | PA      | $2551.15      | 0.00%             | 2024-11-09      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $14.52        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3050 | PA      | $2901.99      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13952 | PA      | $13818.60     | 0.00%             | 2026-10-18      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         331 | PA      | $332.30       | 0.00%             | 2024-02-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5478291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         273 | PA      | $267.40       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197038.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3328 | PA      | $3290.61      | 0.00%             | 2026-12-07      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638453.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12287 | PA      | $11810.97     | 0.00%             | 2026-09-28      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $208.25       | 0.00%             | 2024-01-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1724148.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6817 | PA      | $6687.97      | 0.00%             | 2025-02-22      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         360 | PA      | $50.89        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                           | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 55750000000 | PA      | $10930560.03  | 0.37%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1509 | PA      | $1459.74      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.64         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11690146.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3522 | PA      | $3547.06      | 0.00%             | 2023-12-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1279 | PA      | $1326.97      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.22        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32248 | PA      | $23368.53     | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10710 | PA      | $7385.93      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3986 | PA      | $3836.17      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31417YXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3859 | PA      | $3952.71      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413380.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3783 | PA      | $540.59       | 0.00%             | 2027-06-11      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         767 | PA      | $758.82       | 0.00%             | 2025-01-12      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418960.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17129 | PA      | $16910.03     | 0.00%             | 2027-01-12      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $211.77       | 0.00%             | 2024-01-24      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         402 | PA      | $424.07       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $18.62        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $389.06       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3648 | PA      | $1316.16      | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $149.83       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $82.69        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         366 | PA      | $384.09       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $14.63        | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.06         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31402W2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18552 | PA      | $18888.13     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         624 | PA      | $136.61       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414008.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2779 | PA      | $2753.82      | 0.00%             | 2027-01-12      | Fixed         | 17.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1070 | PA      | $612.90       | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.88        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076824.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2208 | PA      | $2200.21      | 0.00%             | 2024-11-19      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2269 | PA      | $2182.51      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $1.83         | 0.00%             | 2028-01-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2054 | PA      | $1996.71      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1296 | PA      | $1117.83      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4898791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         823 | PA      | $720.56       | 0.00%             | 2023-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $59.60        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5632 | PA      | $5576.08      | 0.00%             | 2026-11-09      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2554 | PA      | $2471.20      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4352 | PA      | $4174.05      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1684775.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5195 | PA      | $5027.92      | 0.00%             | 2025-01-07      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2160 | PA      | $2085.55      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642580.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2999 | PA      | $2972.52      | 0.00%             | 2027-02-16      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1822 | PA      | $1857.95      | 0.00%             | 2025-01-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1706807.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2992 | PA      | $2877.75      | 0.00%             | 2025-02-11      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413661.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2324 | PA      | $2300.76      | 0.00%             | 2027-01-11      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005577.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5191 | PA      | $5157.80      | 0.00%             | 2026-11-09      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872601.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4248 | PA      | $4224.71      | 0.00%             | 2026-10-18      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4902887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1561 | PA      | $788.09       | 0.00%             | 2023-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $193.31       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3452 | PA      | $3342.41      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8855 | PA      | $8710.38      | 0.00%             | 2027-05-07      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17033 | PA      | $15515.19     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5210616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1152 | PA      | $959.10       | 0.00%             | 2023-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.64        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $89.23        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7561 | PA      | $6904.99      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171215486.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1405 | PA      | $1365.42      | 0.00%             | 2023-10-15      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $102.80       | 0.00%             | 2025-01-24      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16637564.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7830 | PA      | $7922.51      | 0.00%             | 2026-09-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.25         | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28649 | PA      | $27558.94     | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24511278.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21135 | PA      | $1494.48      | 0.00%             | 2024-12-01      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638078.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7768 | PA      | $7545.18      | 0.00%             | 2024-09-28      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766960.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.43        | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $111.59       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872134.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4758 | PA      | $333.33       | 0.00%             | 2027-03-18      | Fixed         | 29.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27390 | PA      | $26167.71     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         978 | PA      | $959.78       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1973640.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9503 | PA      | $9454.80      | 0.00%             | 2028-11-09      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1063 | PA      | $1052.64      | 0.00%             | 2025-01-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1697491.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3600 | PA      | $3486.28      | 0.00%             | 2025-01-19      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         475 | PA      | $498.08       | 0.00%             | 2025-01-18      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12965 | PA      | $11981.15     | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17439705.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36396 | PA      | $36787.24     | 0.00%             | 2027-08-12      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         602 | PA      | $624.64       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991915303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.93        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.02        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5659 | PA      | $5604.73      | 0.00%             | 2026-12-08      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711329.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3326 | PA      | $230.96       | 0.00%             | 2027-02-14      | Fixed         | 32.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         737 | PA      | $685.96       | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1598 | PA      | $639.98       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5664828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2497 | PA      | $2386.55      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         530 | PA      | $530.57       | 0.00%             | 2025-02-07      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4651931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $76.25        | 0.00%             | 2023-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200886.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4388 | PA      | $4314.91      | 0.00%             | 2026-12-08      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3582 | PA      | $3473.78      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991542015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         330 | PA      | $348.24       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2465 | PA      | $2317.44      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2017-C04, Class 2M2                     | CUSIP: 30711XLT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     4496259 | PA      | $4589981.43   | 0.16%             | 2029-11-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5071324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         549 | PA      | $536.07       | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5478936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1309 | PA      | $1243.48      | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417751.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3427 | PA      | $3396.38      | 0.00%             | 2027-01-12      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.53        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5518064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2233 | PA      | $2193.69      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1110 | PA      | $1137.29      | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $82.86        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2875 | PA      | $1996.95      | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407567.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3588 | PA      | $3556.37      | 0.00%             | 2027-01-11      | Fixed         | 29.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2024 | PA      | $1976.79      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202584.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6444 | PA      | $6338.58      | 0.00%             | 2026-12-08      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $128.04       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         315 | PA      | $0.00         | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1128 | PA      | $1077.09      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005261.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8250 | PA      | $8182.95      | 0.00%             | 2026-11-09      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.66        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406745.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1994 | PA      | $96.42        | 0.00%             | 2027-01-11      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633074.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3014 | PA      | $2960.50      | 0.00%             | 2025-02-15      | Fixed         | 18.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2590 | PA      | $2526.34      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4158 | PA      | $4007.98      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2120 | PA      | $2017.77      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $107.49       | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991884000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1001 | PA      | $989.84       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.78        | 0.00%             | 2024-01-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661403.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16502 | PA      | $15892.02     | 0.00%             | 2024-11-05      | Fixed         | 14.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5645630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1407 | PA      | $1331.47      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6229024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3748 | PA      | $3440.00      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406810.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5237 | PA      | $5204.99      | 0.00%             | 2027-01-11      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17837 | PA      | $16896.84     | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         609 | PA      | $634.09       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8634 | PA      | $8072.82      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15466 | PA      | $14452.06     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36200NYN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33521 | PA      | $34474.26     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $104.96       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2420218.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5106 | PA      | $5058.48      | 0.00%             | 2027-01-12      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4585288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13554 | PA      | $2599.47      | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10476 | PA      | $9966.56      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5712953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1753 | PA      | $1707.82      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4981159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3162 | PA      | $693.21       | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         428 | PA      | $446.83       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666052.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $66.00        | 0.00%             | 2025-01-27      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3139 | PA      | $2564.97      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $230.01       | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $148.38       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         858 | PA      | $821.33       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7203 | PA      | $7127.82      | 0.00%             | 2026-12-08      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8023 | PA      | $6953.16      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         363 | PA      | $365.03       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4945879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         347 | PA      | $177.00       | 0.00%             | 2023-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5210691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2867 | PA      | $1306.78      | 0.00%             | 2023-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         400 | PA      | $407.34       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.22         | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410401.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1183 | PA      | $1171.66      | 0.00%             | 2027-01-11      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415786.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3722 | PA      | $3665.19      | 0.00%             | 2027-01-12      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5106538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11727 | PA      | $5535.87      | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5098275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6026 | PA      | $2192.36      | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203876.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18720 | PA      | $18451.69     | 0.00%             | 2026-12-08      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5080816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2798 | PA      | $2050.86      | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23502 | PA      | $13937.99     | 0.00%             | 2027-06-12      | Fixed         | 24.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $-4.93        | -0.00%            | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         286 | PA      | $287.86       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206909.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2036 | PA      | $2015.93      | 0.00%             | 2024-12-08      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7259 | PA      | $7233.68      | 0.00%             | 2026-11-19      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7133 | PA      | $6753.50      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39500000 | PA      | $37075996.00  | 1.26%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $16.89        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1113 | PA      | $1088.81      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1587 | PA      | $1427.39      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6357583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6002 | PA      | $5565.80      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991873192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $123.35       | 0.00%             | 2025-02-06      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4830931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         207 | PA      | $109.82       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21862 | PA      | $14045.93     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $42.77        | 0.00%             | 2024-02-07      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005978.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3363 | PA      | $1872.54      | 0.00%             | 2026-11-09      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199129.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1890 | PA      | $1861.75      | 0.00%             | 2026-12-07      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7846 | PA      | $7511.50      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6723 | PA      | $6182.42      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16660226.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8621 | PA      | $8741.55      | 0.00%             | 2024-09-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11219 | PA      | $10636.64     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609519.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6304 | PA      | $6034.48      | 0.00%             | 2026-08-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $108.96       | 0.00%             | 2024-01-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11712504.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8718 | PA      | $8820.20      | 0.00%             | 2027-02-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009783.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1174 | PA      | $1161.77      | 0.00%             | 2026-11-09      | Fixed         | 16.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10364 | PA      | $1591.80      | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         269 | PA      | $282.04       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $0.00         | 0.00%             | 2025-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991896380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5830 | PA      | $5920.63      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9811 | PA      | $9543.28      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $3.41         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $161.86       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         278 | PA      | $289.01       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6341104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1690 | PA      | $1579.13      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078825.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17375 | PA      | $17222.43     | 0.00%             | 2026-11-19      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $128.46       | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195876.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1397 | PA      | $97.93        | 0.00%             | 2026-12-07      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4738688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         968 | PA      | $438.10       | 0.00%             | 2023-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         676 | PA      | $634.10       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                    | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3700000 | PA      | $3238933.86   | 0.11%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18730 | PA      | $17313.24     | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1529 | PA      | $1361.28      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991824971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.99        | 0.00%             | 2023-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1268 | PA      | $1292.77      | 0.00%             | 2025-01-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16650407.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4017 | PA      | $4071.67      | 0.00%             | 2024-09-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $210.22       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080454.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9424 | PA      | $-3.05        | -0.00%            | 2027-04-19      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075929.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2328 | PA      | $2299.57      | 0.00%             | 2026-11-19      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36207H3G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1559 | PA      | $1617.64      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.09         | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $376.91       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2253 | PA      | $2193.99      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $202.05       | 0.00%             | 2024-01-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12456 | PA      | $12273.05     | 0.00%             | 2027-02-16      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21238 | PA      | $19760.27     | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7466 | PA      | $7268.77      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637250.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5708 | PA      | $5509.38      | 0.00%             | 2026-09-27      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14544639.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13717 | PA      | $13925.71     | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4187 | PA      | $1230.56      | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873977.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10211 | PA      | $10120.44     | 0.00%             | 2026-10-18      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1639584.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5632 | PA      | $5614.10      | 0.00%             | 2024-09-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         472 | PA      | $236.81       | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635210.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5383 | PA      | $5338.43      | 0.00%             | 2027-02-15      | Fixed         | 25.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1061 | PA      | $1025.93      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5232009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1007 | PA      | $983.66       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874548.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5937 | PA      | $5915.63      | 0.00%             | 2027-03-18      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         529 | PA      | $515.52       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48132 | PA      | $45785.19     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6694 | PA      | $6382.30      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2874 | PA      | $2056.52      | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4981755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3216 | PA      | $1312.87      | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1247 | PA      | $1196.47      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $135.95       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5989 | PA      | $5609.71      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $97.80        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5556696.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6611 | PA      | $6058.87      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $50.89        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $193.93       | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1539 | PA      | $1568.80      | 0.00%             | 2025-01-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         771 | PA      | $744.57       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11695114.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13545 | PA      | $13652.89     | 0.00%             | 2026-12-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5645876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4348 | PA      | $2814.99      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5967124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7774 | PA      | $7369.35      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $140.57       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         490 | PA      | $508.22       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3381 | PA      | $3283.25      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416137.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8647 | PA      | $8582.04      | 0.00%             | 2027-01-12      | Fixed         | 8.26%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204038.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6837 | PA      | $6771.58      | 0.00%             | 2024-12-08      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8844 | PA      | $1907.11      | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         317 | PA      | $325.54       | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589805.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $49.12        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         319 | PA      | $330.20       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6600000 | PA      | $6572671.91   | 0.22%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         283 | PA      | $296.91       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $252.87       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4872 | PA      | $4756.31      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $119.52       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $31.85        | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3466 | PA      | $2984.89      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5678 | PA      | $5300.81      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991828120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.94        | 0.00%             | 2025-02-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991838313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1370 | PA      | $1394.05      | 0.00%             | 2025-01-28      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5015943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3737 | PA      | $3198.71      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $5.87         | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         485 | PA      | $475.99       | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         541 | PA      | $513.09       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20401 | PA      | $18883.75     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007274.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2152 | PA      | $2137.50      | 0.00%             | 2026-11-09      | Fixed         | 27.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $146.57       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5920829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1653 | PA      | $1345.75      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170963456.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6158 | PA      | $6071.62      | 0.00%             | 2023-10-14      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         179 | PA      | $182.29       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $41.75        | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.62        | 0.00%             | 2024-01-31      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625246.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7513 | PA      | $7247.36      | 0.00%             | 2026-09-23      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4161 | PA      | $3965.90      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702287.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8557 | PA      | $8151.80      | 0.00%             | 2027-01-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         462 | PA      | $32.28        | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6180901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38528 | PA      | $36735.94     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1899 | PA      | $1818.03      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1395 | PA      | $1304.46      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5135 | PA      | $4789.50      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4777755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         515 | PA      | $114.72       | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879023.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         957 | PA      | $934.15       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991924888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $33.31        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204638.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2998 | PA      | $215.85       | 0.00%             | 2026-12-08      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3695 | PA      | $3607.00      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.20        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10158 | PA      | $9266.21      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1805232.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4694 | PA      | $4668.80      | 0.00%             | 2026-10-18      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         523 | PA      | $519.03       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080677.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14313 | PA      | $14149.64     | 0.00%             | 2026-11-19      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164067189.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18484 | PA      | $17651.12     | 0.00%             | 2025-02-28      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1682455.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24868 | PA      | $23991.20     | 0.00%             | 2026-12-21      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640075.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1947 | PA      | $296.19       | 0.00%             | 2027-02-16      | Fixed         | 26.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $106.38       | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $759.47       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199240.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6775 | PA      | $6717.26      | 0.00%             | 2026-12-07      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $90.75        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         583 | PA      | $607.01       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12071137.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24310 | PA      | $24279.64     | 0.00%             | 2027-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009028.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2248 | PA      | $159.40       | 0.00%             | 2026-11-09      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         919 | PA      | $951.37       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075827.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8085 | PA      | $8058.94      | 0.00%             | 2026-11-19      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413390.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3927 | PA      | $3890.38      | 0.00%             | 2027-01-11      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633936.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2952 | PA      | $2925.54      | 0.00%             | 2027-02-15      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         631 | PA      | $616.08       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417034.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22402 | PA      | $22236.56     | 0.00%             | 2027-01-12      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1246 | PA      | $1216.34      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13856 | PA      | $13394.33     | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3706 | PA      | $3395.14      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $200.97       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643324.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41459 | PA      | $40930.39     | 0.00%             | 2027-02-16      | Fixed         | 19.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $265.25       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         286 | PA      | $295.51       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3882 | PA      | $774.02       | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798810.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1795 | PA      | $1803.86      | 0.00%             | 2024-01-21      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644450.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1287 | PA      | $1275.81      | 0.00%             | 2027-02-16      | Fixed         | 13.29%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31405PNC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76699 | PA      | $79654.53     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1223 | PA      | $1257.78      | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $194.98       | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         301 | PA      | $310.96       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12168235.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7536 | PA      | $7623.25      | 0.00%             | 2026-02-23      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200744.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4787 | PA      | $665.26       | 0.00%             | 2027-05-08      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $113.02       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689368.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3733 | PA      | $2205.65      | 0.00%             | 2025-01-14      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $54.21        | 0.00%             | 2025-01-30      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $239.31       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3890 | PA      | $3818.65      | 0.00%             | 2026-12-07      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $27.68        | 0.00%             | 2025-02-06      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.34         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412557.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6614 | PA      | $476.24       | 0.00%             | 2027-01-11      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202128.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2895 | PA      | $799.00       | 0.00%             | 2024-12-08      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2116 | PA      | $282.75       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $189.26       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5019704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12507 | PA      | $10705.06     | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $89.04        | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3828 | PA      | $3585.66      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         644 | PA      | $86.55        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2463 | PA      | $2362.47      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2888 | PA      | $586.91       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1996 | PA      | $1949.81      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32907 | PA      | $30549.98     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6216680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27963 | PA      | $25963.54     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 1375209 BC Ltd.                                                                 | 1375209 BC Ltd.                                                                    | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      602000 | PA      | $600498.01    | 0.02%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709118.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1308 | PA      | $1297.89      | 0.00%             | 2024-09-14      | Fixed         | 27.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2189 | PA      | $2130.63      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879122.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         356 | PA      | $153.58       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632953.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5207 | PA      | $373.54       | 0.00%             | 2027-02-15      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    29457251 | PA      | $29969581.01  | 1.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408288.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2070 | PA      | $2042.95      | 0.00%             | 2027-06-11      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991880489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $118.26       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873264.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1181 | PA      | $1167.53      | 0.00%             | 2024-10-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4306 | PA      | $4149.26      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3935 | PA      | $3893.54      | 0.00%             | 2026-11-19      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $63.46        | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991535459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         207 | PA      | $218.04       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         799 | PA      | $670.45       | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.54         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3053 | PA      | $2973.90      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407644.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3495 | PA      | $3463.51      | 0.00%             | 2027-01-11      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991855239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         634 | PA      | $475.00       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6283635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6083 | PA      | $5607.00      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $389.79       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078418.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31909 | PA      | $31656.36     | 0.00%             | 2024-11-19      | Fixed         | 7.82%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         438 | PA      | $29.93        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4834162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $137.42       | 0.00%             | 2023-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12171147.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10353 | PA      | $10300.49     | 0.00%             | 2027-03-01      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206982.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         688 | PA      | $383.60       | 0.00%             | 2024-12-08      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         301 | PA      | $305.94       | 0.00%             | 2025-01-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17492345.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8544 | PA      | $8663.93      | 0.00%             | 2024-09-19      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991837209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $4.08         | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200815.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2092 | PA      | $2070.83      | 0.00%             | 2026-12-08      | Fixed         | 14.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5184366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3564 | PA      | $3354.78      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20209 | PA      | $18591.33     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5287814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1459 | PA      | $1398.03      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         306 | PA      | $21.17        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         792 | PA      | $727.21       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2117 | PA      | $1988.30      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2827 | PA      | $2679.02      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642297.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8257 | PA      | $8183.56      | 0.00%             | 2027-02-16      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4702 | PA      | $4516.16      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16231 | PA      | $16126.96     | 0.00%             | 2027-02-16      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $54.05        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1559 | PA      | $1494.37      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991912447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $218.17       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $133.68       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195703.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1570 | PA      | $1553.00      | 0.00%             | 2026-12-07      | Fixed         | 24.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.51        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649809.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4912 | PA      | $4742.85      | 0.00%             | 2026-10-28      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1369 | PA      | $1261.45      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1359 | PA      | $1178.98      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2604120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7495 | PA      | $7413.37      | 0.00%             | 2025-02-17      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         878 | PA      | $669.54       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077746.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3117 | PA      | $3069.15      | 0.00%             | 2026-11-19      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991627621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $111.95       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170617520.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4767 | PA      | $4639.08      | 0.00%             | 2023-09-22      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $124.82       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3269 | PA      | $3319.35      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009414.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10716 | PA      | $10651.99     | 0.00%             | 2026-11-09      | Fixed         | 30.01%                | No            |                  3 | On Loan: No      |
| WorkCapital BSD SARL                                                            | WorkCapital BSD SARL                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | BR        |     6000000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5042 | PA      | $2772.92      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406982.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7852 | PA      | $7719.82      | 0.00%             | 2027-01-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008599.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1709 | PA      | $1681.53      | 0.00%             | 2026-11-09      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4575478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         523 | PA      | $210.71       | 0.00%             | 2023-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204385.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1051 | PA      | $1040.99      | 0.00%             | 2026-12-08      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $203.25       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613184.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5855 | PA      | $5650.00      | 0.00%             | 2024-08-11      | Fixed         | 15.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4636 | PA      | $4391.73      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         655 | PA      | $-41.14       | -0.00%            | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416638.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7604 | PA      | $4570.54      | 0.00%             | 2025-01-12      | Fixed         | 22.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1809 | PA      | $1755.50      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7876 | PA      | $7590.46      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $220.47       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710484.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7015 | PA      | $507.52       | 0.00%             | 2026-09-14      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19500 | PA      | $15115.14     | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2484 | PA      | $2465.11      | 0.00%             | 2026-12-08      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991845454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         449 | PA      | $456.18       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12418630.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18520 | PA      | $18465.07     | 0.00%             | 2027-03-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $81.23        | 0.00%             | 2024-01-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172262310.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4036 | PA      | $3924.04      | 0.00%             | 2023-12-04      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $82.22        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1588 | PA      | $756.78       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1792 | PA      | $1715.16      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641778.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38672 | PA      | $38338.84     | 0.00%             | 2027-02-16      | Fixed         | 14.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203346.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5494 | PA      | $5416.52      | 0.00%             | 2026-12-08      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $37.93        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632227.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18114 | PA      | $17962.26     | 0.00%             | 2027-02-15      | Fixed         | 29.31%                | No            |                  3 | On Loan: No      |
| Korea Electric Power Corp.                                                      | Korea Electric Power Corp.                                                         | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     3400000 | PA      | $3437102.70   | 0.12%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         656 | PA      | $685.19       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201267.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1040 | PA      | $1031.41      | 0.00%             | 2026-12-08      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201579.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2271 | PA      | $2234.10      | 0.00%             | 2024-12-08      | Fixed         | 28.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5238 | PA      | $4828.68      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008938.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6505 | PA      | $6418.06      | 0.00%             | 2026-11-09      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $147.98       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         258 | PA      | $255.82       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5106892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         899 | PA      | $714.68       | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5376636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7740 | PA      | $7488.83      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991797259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2025-02-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8288 | PA      | $7679.78      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004832.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3580 | PA      | $3534.26      | 0.00%             | 2027-04-09      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2138 | PA      | $2091.13      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5768956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4846 | PA      | $4708.49      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $178.06       | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1636 | PA      | $1329.76      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         751 | PA      | $199.99       | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5031312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         480 | PA      | $444.65       | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         311 | PA      | $315.76       | 0.00%             | 2025-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10228 | PA      | $10129.19     | 0.00%             | 2027-01-11      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10100 | PA      | $9799.42      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3571 | PA      | $3450.11      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6623 | PA      | $6368.53      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $4.79         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407240.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9242 | PA      | $668.54       | 0.00%             | 2027-01-11      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1065 | PA      | $741.02       | 0.00%             | 2023-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $22.01        | 0.00%             | 2025-01-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         811 | PA      | $450.22       | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749429.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5517 | PA      | $5303.60      | 0.00%             | 2027-03-31      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV1, Class A1                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      982398 | PA      | $937892.05    | 0.03%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $91.05        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414484.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24039 | PA      | $23705.24     | 0.00%             | 2025-02-02      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5064839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         964 | PA      | $905.04       | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12416946.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16002 | PA      | $16190.97     | 0.00%             | 2025-03-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $9.82         | 0.00%             | 2025-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991535077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $77.16        | 0.00%             | 2024-01-18      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643386.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3331 | PA      | $3289.35      | 0.00%             | 2027-02-16      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15112623.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8215 | PA      | $8298.68      | 0.00%             | 2027-07-28      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418950.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1882 | PA      | $1857.79      | 0.00%             | 2027-01-12      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11563018.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7993 | PA      | $7912.09      | 0.00%             | 2026-12-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200346.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8691 | PA      | $8596.06      | 0.00%             | 2026-12-07      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $93.73        | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1022 | PA      | $993.94       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6947 | PA      | $6719.10      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10549 | PA      | $9903.40      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7147 | PA      | $7073.60      | 0.00%             | 2025-02-15      | Fixed         | 6.77%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         290 | PA      | $298.53       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5237941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4429 | PA      | $3475.47      | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         428 | PA      | $431.85       | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $131.10       | 0.00%             | 2025-01-26      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634671.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25223 | PA      | $24974.30     | 0.00%             | 2025-02-15      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606042.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12602 | PA      | $12119.55     | 0.00%             | 2026-08-10      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201390.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8464 | PA      | $8367.50      | 0.00%             | 2024-12-08      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2038 | PA      | $1981.90      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2312 | PA      | $2129.04      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166833583.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13193 | PA      | $12042.23     | 0.00%             | 2025-02-24      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10117 | PA      | $9859.59      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1463 | PA      | $1398.34      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12422367.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10802 | PA      | $3430.32      | 0.00%             | 2027-03-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1683 | PA      | $1618.00      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2352635.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5519 | PA      | $5443.00      | 0.00%             | 2025-01-12      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $51.83        | 0.00%             | 2024-02-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634727.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5748 | PA      | $5671.28      | 0.00%             | 2027-02-15      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $110.67       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $67.49        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203128.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         888 | PA      | $879.97       | 0.00%             | 2026-12-08      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         392 | PA      | $406.99       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11220 | PA      | $10788.05     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         452 | PA      | $460.78       | 0.00%             | 2025-02-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008777.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2713 | PA      | $2692.28      | 0.00%             | 2027-04-09      | Fixed         | 28.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $-2.72        | -0.00%            | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991885330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          -4 | PA      | $-4.20        | -0.00%            | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5787282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3241 | PA      | $3124.26      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641385.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         998 | PA      | $983.42       | 0.00%             | 2027-02-16      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072646.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1991 | PA      | $1976.16      | 0.00%             | 2024-11-19      | Fixed         | 15.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $0.54         | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         325 | PA      | $338.18       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6231111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46269 | PA      | $44174.59     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873090.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1204 | PA      | $1192.56      | 0.00%             | 2026-10-18      | Fixed         | 11.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2003306.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19524 | PA      | $19262.89     | 0.00%             | 2026-11-09      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $76.85        | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636615.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2003 | PA      | $143.72       | 0.00%             | 2027-02-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2016-1A, Class BR                                            | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |      590000 | PA      | $561223.34    | 0.02%             | 2031-01-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203887.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6613 | PA      | $6542.20      | 0.00%             | 2026-12-08      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1336 | PA      | $1305.79      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $51.52        | 0.00%             | 2024-01-25      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10762 | PA      | $9962.42      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         275 | PA      | $283.29       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459776.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29021 | PA      | $29468.57     | 0.00%             | 2027-03-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11093 | PA      | $10589.19     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         599 | PA      | $581.42       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         360 | PA      | $25.56        | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $259.43       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15074 | PA      | $14461.83     | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         753 | PA      | $720.96       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $17.80        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Provident Funding Mortgage Trust                                                | Provident Funding Mortgage Trust, Series 2019-1, Class A2                          | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1642407 | PA      | $1437538.92   | 0.05%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11651 | PA      | $4812.21      | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4662184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2428 | PA      | $855.41       | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4773604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9605 | PA      | $2336.73      | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629058.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1531 | PA      | $1484.74      | 0.00%             | 2024-09-23      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.54         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4629149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6425 | PA      | $2159.74      | 0.00%             | 2023-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH, Series DM3N                                                   | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     4400000 | PA      | $3503676.53   | 0.12%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $2.34         | 0.00%             | 2027-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4033 | PA      | $3748.17      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1615 | PA      | $1575.79      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36766087 | PA      | $30984370.95  | 1.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31404XW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46630 | PA      | $47952.53     | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1525 | PA      | $1362.73      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $95.01        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078817.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37394 | PA      | $37050.44     | 0.00%             | 2026-11-19      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         233 | PA      | $241.28       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1620627.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6494 | PA      | $6299.77      | 0.00%             | 2024-08-25      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.61        | 0.00%             | 2025-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647104.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3243 | PA      | $3143.35      | 0.00%             | 2024-10-29      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1959 | PA      | $1334.09      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $77.10        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128KSF23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22087 | PA      | $23207.05     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4554 | PA      | $4496.06      | 0.00%             | 2027-01-12      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5241173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         989 | PA      | $464.70       | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7527 | PA      | $7221.06      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         167 | PA      | $11.46        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4152 | PA      | $3847.50      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411232.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20748 | PA      | $20564.07     | 0.00%             | 2025-01-12      | Fixed         | 15.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $148.19       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $277.26       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10604 | PA      | $9959.93      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2830 | PA      | $2749.05      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644294.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2465 | PA      | $2437.13      | 0.00%             | 2025-02-16      | Fixed         | 16.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         380 | PA      | $380.45       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $20.65        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $220.64       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9009 | PA      | $8557.54      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5461477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2449 | PA      | $2328.48      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.11        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         702 | PA      | $667.91       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $410.80       | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         400 | PA      | $419.78       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         871 | PA      | $845.22       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7962 | PA      | $7288.43      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634262.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13854 | PA      | $13718.46     | 0.00%             | 2027-02-15      | Fixed         | 14.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         514 | PA      | $516.15       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.56         | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         995 | PA      | $933.05       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $165.96       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199717.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3529 | PA      | $3465.68      | 0.00%             | 2024-12-07      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200309.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3105 | PA      | $3079.21      | 0.00%             | 2026-12-08      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991856429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $18.99        | 0.00%             | 2024-02-04      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12168882.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18130 | PA      | $18020.05     | 0.00%             | 2025-03-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         792 | PA      | $765.31       | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         737 | PA      | $596.99       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12645 | PA      | $11672.66     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $56.15        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3438 | PA      | $3385.78      | 0.00%             | 2026-12-07      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $8.26         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $1.02         | 0.00%             | 2028-02-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410004.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7989 | PA      | $7923.96      | 0.00%             | 2027-01-11      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7563 | PA      | $7331.00      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11702169.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8103 | PA      | $828.23       | 0.00%             | 2025-01-28      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5609 | PA      | $5443.95      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $78.73        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711142.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         725 | PA      | $437.72       | 0.00%             | 2024-09-14      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $19.01        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $107.48       | 0.00%             | 2025-01-26      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5218771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6617 | PA      | $6425.44      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $279.12       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417969.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6149 | PA      | $6102.91      | 0.00%             | 2027-01-12      | Fixed         | 8.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831122.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1298 | PA      | $1260.01      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1557 | PA      | $1471.70      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655328.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1993 | PA      | $1930.58      | 0.00%             | 2024-10-27      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8191 | PA      | $7958.42      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $166.79       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7720 | PA      | $7351.72      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         429 | PA      | $440.05       | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $0.00         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $122.21       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638227.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13210 | PA      | $13120.20     | 0.00%             | 2027-07-16      | Fixed         | 10.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711489.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3130 | PA      | $3112.37      | 0.00%             | 2024-09-14      | Fixed         | 18.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $100.33       | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5374944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2789 | PA      | $2716.54      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         283 | PA      | $-9.45        | -0.00%            | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $58.24        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2880 | PA      | $2014.49      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $94.28        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21029 | PA      | $19885.97     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6203144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       71336 | PA      | $67609.44     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639338.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7460 | PA      | $7392.56      | 0.00%             | 2025-02-16      | Fixed         | 17.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4852345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $233.96       | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $117.16       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863517.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.10        | 0.00%             | 2025-01-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $85.65        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417411.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9021 | PA      | $8943.37      | 0.00%             | 2027-06-12      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991560098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $170.03       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9100000 | PA      | $8924185.82   | 0.30%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4187 | PA      | $3039.06      | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206080.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3098 | PA      | $3069.59      | 0.00%             | 2026-12-08      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11679563.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26134 | PA      | $26106.09     | 0.00%             | 2026-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205002.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2765 | PA      | $2740.35      | 0.00%             | 2026-12-08      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         587 | PA      | $607.59       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202911.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5548 | PA      | $5455.07      | 0.00%             | 2026-12-08      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166603986.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10082 | PA      | $9649.33      | 0.00%             | 2025-02-15      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1672 | PA      | $1422.45      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $99.28        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $86.21        | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991829394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         625 | PA      | $629.35       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14000000 | PA      | $13398164.08  | 0.46%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1326 | PA      | $1287.57      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201710.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4731 | PA      | $335.36       | 0.00%             | 2026-12-08      | Fixed         | 31.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $51.73        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         954 | PA      | $972.05       | 0.00%             | 2025-02-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22875 | PA      | $21491.22     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991600264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         498 | PA      | $34.62        | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11072 | PA      | $10412.85     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3798 | PA      | $3499.39      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $189.81       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708685.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2615 | PA      | $2585.09      | 0.00%             | 2027-07-14      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874321.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1385 | PA      | $1377.59      | 0.00%             | 2026-10-18      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12936 | PA      | $12302.16     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991562399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $101.56       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196592.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4480 | PA      | $4431.44      | 0.00%             | 2026-12-07      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5408127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1021 | PA      | $995.81       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         495 | PA      | $520.11       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         945 | PA      | $852.55       | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1602449.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1661 | PA      | $1631.53      | 0.00%             | 2026-08-15      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1872 | PA      | $1738.26      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006713.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10006 | PA      | $9914.20      | 0.00%             | 2026-11-09      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $369.15       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872849.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1986 | PA      | $1957.10      | 0.00%             | 2026-10-18      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-3, Class B                             | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4433287 | PA      | $3832480.92   | 0.13%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         427 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $129.24       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1072 | PA      | $1080.16      | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1335 | PA      | $1282.62      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12427999.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22960 | PA      | $22920.77     | 0.00%             | 2027-03-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12448349.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18240 | PA      | $18455.47     | 0.00%             | 2026-03-23      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414624.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2590 | PA      | $2570.88      | 0.00%             | 2027-01-12      | Fixed         | 33.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15077310.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9598 | PA      | $9595.12      | 0.00%             | 2025-07-29      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5579188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1564 | PA      | $1524.71      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2011 | PA      | $2050.41      | 0.00%             | 2025-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $141.83       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         416 | PA      | $424.50       | 0.00%             | 2025-01-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Diamond BC BV                                                                   | Diamond BC BV                                                                      | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $1853434.00   | 0.06%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         261 | PA      | $266.59       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649806.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12295 | PA      | $11773.98     | 0.00%             | 2026-11-01      | Fixed         | 12.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3908 | PA      | $3642.56      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $26.01        | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $2.75         | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7351 | PA      | $6858.39      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         735 | PA      | $510.04       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $166.43       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5915 | PA      | $2204.08      | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991609046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $-8.50        | -0.00%            | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $144.62       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1290 | PA      | $1049.84      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991849574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.27         | 0.00%             | 2028-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635262.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8034 | PA      | $7967.08      | 0.00%             | 2027-02-15      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         491 | PA      | $509.31       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1321 | PA      | $452.09       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1672 | PA      | $1621.96      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2890 | PA      | $2668.78      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18103 | PA      | $17951.48     | 0.00%             | 2027-02-15      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       53795 | PA      | $48309.12     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2094 | PA      | $2020.19      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         929 | PA      | $322.55       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6168 | PA      | $6294.14      | 0.00%             | 2025-01-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4636668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7819 | PA      | $2195.77      | 0.00%             | 2023-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991821267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.45        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709162.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7139 | PA      | $7068.42      | 0.00%             | 2026-09-14      | Fixed         | 13.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6115735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5723 | PA      | $5440.64      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5475871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         523 | PA      | $453.86       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7128 | PA      | $6504.36      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $48.08        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2381 | PA      | $2342.37      | 0.00%             | 2024-12-08      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991898315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $-12.76       | -0.00%            | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195664.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         567 | PA      | $555.56       | 0.00%             | 2026-12-07      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688990.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25913 | PA      | $24674.84     | 0.00%             | 2027-01-13      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708283.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3443 | PA      | $3422.29      | 0.00%             | 2026-09-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         455 | PA      | $463.14       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5185515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1180 | PA      | $1138.88      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5365 | PA      | $5135.29      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $11.10        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638794.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11657 | PA      | $11584.22     | 0.00%             | 2027-02-16      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408103.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1768 | PA      | $1750.71      | 0.00%             | 2025-01-11      | Fixed         | 12.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5989 | PA      | $5838.36      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627928.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3612 | PA      | $3507.64      | 0.00%             | 2024-09-28      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $148.70       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15072875.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14981 | PA      | $15057.60     | 0.00%             | 2025-07-18      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $37.97        | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         282 | PA      | $19.48        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9358 | PA      | $7727.55      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch Health Cos., Inc.                                                        | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1067000 | PA      | $840155.80    | 0.03%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         304 | PA      | $308.49       | 0.00%             | 2025-01-28      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $378.08       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25007 | PA      | $19795.72     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1679 | PA      | $1551.83      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12402250.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23011 | PA      | $22945.12     | 0.00%             | 2027-03-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $200.07       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5691769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1082 | PA      | $1040.45      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642829.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18360 | PA      | $18195.91     | 0.00%             | 2027-02-16      | Fixed         | 11.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412928.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1774 | PA      | $1757.70      | 0.00%             | 2027-01-11      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.20        | 0.00%             | 2025-01-29      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8556 | PA      | $8209.99      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $150.34       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1463 | PA      | $1420.94      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1552 | PA      | $1515.27      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $64.45        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $9.05         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $0.00         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009802.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6580 | PA      | $6528.24      | 0.00%             | 2026-11-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199523.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4733 | PA      | $4680.94      | 0.00%             | 2026-12-07      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1169 | PA      | $626.06       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $56.44        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17325113.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8219 | PA      | $8300.49      | 0.00%             | 2024-09-14      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6279873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42585 | PA      | $39835.90     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407096.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16909 | PA      | $16738.72     | 0.00%             | 2025-01-11      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009466.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1612 | PA      | $1603.16      | 0.00%             | 2027-04-09      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874232.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7362 | PA      | $7287.94      | 0.00%             | 2024-10-18      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         450 | PA      | $463.07       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         794 | PA      | $807.34       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4120 | PA      | $4094.07      | 0.00%             | 2027-02-16      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630396.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12254 | PA      | $11898.06     | 0.00%             | 2024-09-27      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4995 | PA      | $4716.24      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $55.13        | 0.00%             | 2024-01-23      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1205 | PA      | $1250.98      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1519 | PA      | $1407.21      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5803 | PA      | $5614.73      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         529 | PA      | $461.09       | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15396 | PA      | $14763.07     | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $67.57        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12468934.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9195 | PA      | $5351.52      | 0.00%             | 2027-03-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5827 | PA      | $4631.86      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874429.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3268 | PA      | $3250.22      | 0.00%             | 2026-10-18      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4979 | PA      | $4810.00      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5156010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $74.20        | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171218548.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3051 | PA      | $2970.92      | 0.00%             | 2023-10-20      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         533 | PA      | $557.95       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1956 | PA      | $1943.21      | 0.00%             | 2024-10-18      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991821554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $115.79       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16766 | PA      | $15377.11     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.36         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5126 | PA      | $4908.17      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205704.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4418 | PA      | $4377.08      | 0.00%             | 2026-12-08      | Fixed         | 28.05%                | 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        |      787676 | PA      | $748829.11    | 0.03%             | 2045-01-15      | Variable      | 15.43%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         681 | PA      | $697.66       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         505 | PA      | $35.52        | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         234 | PA      | $243.58       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414856.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         826 | PA      | $820.95       | 0.00%             | 2027-01-12      | Fixed         | 6.64%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $128.65       | 0.00%             | 2025-02-05      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5661347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10501 | PA      | $10230.55     | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411372.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5121 | PA      | $5066.90      | 0.00%             | 2027-01-11      | Fixed         | 13.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         263 | PA      | $258.02       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637476.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9654 | PA      | $9497.47      | 0.00%             | 2027-02-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.57        | 0.00%             | 2024-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $241.39       | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701387.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6732 | PA      | $6482.37      | 0.00%             | 2027-01-13      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $138.01       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2901 | PA      | $2560.49      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991536585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $132.93       | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077874.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6333 | PA      | $6313.89      | 0.00%             | 2026-11-19      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991825508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $8.76         | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603345.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1569 | PA      | $1521.37      | 0.00%             | 2024-08-06      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414595.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6203 | PA      | $6154.25      | 0.00%             | 2027-01-12      | Fixed         | 7.05%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991898289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $60.64        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5467355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5874 | PA      | $3916.01      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $320.51       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688570.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4268 | PA      | $4092.17      | 0.00%             | 2025-01-13      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1872 | PA      | $1817.79      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    62500000 | PA      | $62982177.50  | 2.14%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874280.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24981 | PA      | $23477.59     | 0.00%             | 2026-10-18      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1744 | PA      | $1603.57      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204026.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5853 | PA      | $5757.73      | 0.00%             | 2024-12-08      | Fixed         | 28.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $243.90       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872876.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2019 | PA      | $1999.52      | 0.00%             | 2026-10-18      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $188.39       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416686.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1800 | PA      | $1772.78      | 0.00%             | 2025-01-12      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $147.34       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411088.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1509 | PA      | $1486.58      | 0.00%             | 2025-01-11      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $54.93        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2836 | PA      | $2727.72      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $154.71       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         290 | PA      | $300.66       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6385 | PA      | $6332.33      | 0.00%             | 2026-12-08      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3635 | PA      | $3318.92      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201130.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4325 | PA      | $4277.26      | 0.00%             | 2026-12-08      | Fixed         | 12.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $190.26       | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4137 | PA      | $4000.08      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2949 | PA      | $2754.38      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991570565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $16.27        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      100930 | PA      | $94228.51     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6288150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7648 | PA      | $7181.04      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $57.99        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9610 | PA      | $9171.70      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         657 | PA      | $42.09        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5947 | PA      | $5576.36      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         575 | PA      | $502.06       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1700 | PA      | $1611.31      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.57        | 0.00%             | 2024-01-25      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         353 | PA      | $365.21       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         447 | PA      | $-2.60        | -0.00%            | 2025-02-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $123.11       | 0.00%             | 2025-01-23      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408655.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17346 | PA      | $17239.16     | 0.00%             | 2027-01-11      | Fixed         | 5.70%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634217.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7231 | PA      | $1073.98      | 0.00%             | 2024-09-21      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $61.01        | 0.00%             | 2024-02-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $200.44       | 0.00%             | 2024-02-01      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $20.63        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1401 | PA      | $1391.68      | 0.00%             | 2024-10-18      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13536 | PA      | $12917.13     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008467.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8405 | PA      | $8291.51      | 0.00%             | 2026-11-09      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         946 | PA      | $920.71       | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15375 | PA      | $15542.13     | 0.00%             | 2027-03-08      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         394 | PA      | $408.45       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         638 | PA      | $666.27       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675482.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         449 | PA      | $457.79       | 0.00%             | 2025-01-31      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | SOP                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    89000000 | PA      | $2615833.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $158.47       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         724 | PA      | $564.05       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991857557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $4.92         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $21.31        | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5505 | PA      | $5028.71      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680116.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22989 | PA      | $22010.04     | 0.00%             | 2026-12-29      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688858.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $154.42       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                                | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2320287.93   | 0.08%             | 2030-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694079.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18633 | PA      | $18891.70     | 0.00%             | 2027-02-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991618299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $122.42       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171428113.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5150 | PA      | $5021.81      | 0.00%             | 2023-10-20      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631102.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3110 | PA      | $-52.63       | -0.00%            | 2027-02-15      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15066733.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13171 | PA      | $13181.49     | 0.00%             | 2027-07-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8253 | PA      | $7592.82      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2038 | PA      | $140.77       | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         574 | PA      | $40.78        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128K6UU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2328 | PA      | $2395.99      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1102 | PA      | $1031.49      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                   | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7800000 | PA      | $7999638.27   | 0.27%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4959 | PA      | $4581.54      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         402 | PA      | $392.06       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414074.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10442 | PA      | $10343.68     | 0.00%             | 2025-01-12      | Fixed         | 9.04%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $113.92       | 0.00%             | 2024-01-25      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414360.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2083 | PA      | $2070.19      | 0.00%             | 2027-01-12      | Fixed         | 33.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         386 | PA      | $391.69       | 0.00%             | 2025-01-28      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.94         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5674244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5231 | PA      | $5073.15      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418973.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17821 | PA      | $17654.98     | 0.00%             | 2027-01-12      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         275 | PA      | $285.32       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1236 | PA      | $1066.93      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711537.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1149 | PA      | $1146.09      | 0.00%             | 2024-09-14      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4301 | PA      | $4181.91      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197032.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1822 | PA      | $510.44       | 0.00%             | 2025-05-07      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406959.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9987 | PA      | $9870.43      | 0.00%             | 2027-01-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12427802.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46511 | PA      | $4548.70      | 0.00%             | 2027-03-09      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991821037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         296 | PA      | $306.29       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $120.80       | 0.00%             | 2024-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         315 | PA      | $307.85       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2548 | PA      | $2086.22      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $186.26       | 0.00%             | 2025-01-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991946691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $59.77        | 0.00%             | 2025-02-08      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143654.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       68006 | PA      | $64921.47     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         400 | PA      | $347.19       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5649039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         267 | PA      | $260.83       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11705115.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44104 | PA      | $43713.75     | 0.00%             | 2027-02-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414131.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18450 | PA      | $18756.14     | 0.00%             | 2027-03-24      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3542 | PA      | $3399.40      | 0.00%             | 2024-05-23      | None          | 0.00%                 | 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        |      150876 | PA      | $143433.79    | 0.00%             | 2026-05-15      | Variable      | 19.75%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2296 | PA      | $974.55       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31384WGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         630 | PA      | $652.69       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4833 | PA      | $4595.12      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         262 | PA      | $270.86       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.34         | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $78.26        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712099.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1914 | PA      | $551.66       | 0.00%             | 2026-09-14      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $136.34       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408543.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4417 | PA      | $320.76       | 0.00%             | 2027-06-11      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40053 | PA      | $37346.68     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $-6.60        | -0.00%            | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         443 | PA      | $138.26       | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $-3.91        | -0.00%            | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3402 | PA      | $3164.73      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722171.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6588 | PA      | $6277.71      | 0.00%             | 2027-02-16      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         565 | PA      | $401.15       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5439954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1130 | PA      | $838.04       | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $56.46        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.60        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1344 | PA      | $1258.32      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991538752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $7.22         | 0.00%             | 2028-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         610 | PA      | $345.36       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5089 | PA      | $5038.27      | 0.00%             | 2026-09-14      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $29.44        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4762 | PA      | $4450.97      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641664.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5118 | PA      | $5055.31      | 0.00%             | 2027-02-16      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645342.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25866 | PA      | $25642.86     | 0.00%             | 2027-02-17      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7248 | PA      | $5705.95      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408557.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4150 | PA      | $4115.82      | 0.00%             | 2027-01-11      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $2.12         | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991918742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $92.54        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5149 | PA      | $4977.19      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $189.28       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8089 | PA      | $7879.28      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5380126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3222 | PA      | $2829.51      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8495 | PA      | $8247.72      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3256 | PA      | $2947.71      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17638 | PA      | $8835.06      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1785 | PA      | $1709.83      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1650 | PA      | $1633.71      | 0.00%             | 2026-11-09      | Fixed         | 14.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632068.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $42.84        | 0.00%             | 2027-02-15      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1390 | PA      | $1211.86      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4025 | PA      | $2609.14      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5023411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         852 | PA      | $266.02       | 0.00%             | 2023-08-18      | None          | 0.00%                 | 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        |     2400000 | PA      | $2179787.90   | 0.07%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         377 | PA      | $389.40       | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202543.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1647 | PA      | $1618.86      | 0.00%             | 2026-12-08      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1074 | PA      | $540.06       | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2629864.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2091 | PA      | $2073.95      | 0.00%             | 2027-02-15      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5162 | PA      | $4957.55      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005634.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4432 | PA      | $632.84       | 0.00%             | 2026-11-09      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612100.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8069 | PA      | $7751.79      | 0.00%             | 2026-08-27      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3912 | PA      | $3707.42      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $67.56        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2647 | PA      | $2509.17      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2370107.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4153 | PA      | $4109.97      | 0.00%             | 2027-01-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874352.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27594 | PA      | $27441.57     | 0.00%             | 2026-10-18      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $148.35       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.23        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16632155.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16392 | PA      | $16591.88     | 0.00%             | 2027-09-01      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $148.81       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         366 | PA      | $25.74        | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16676570.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19827 | PA      | $19830.28     | 0.00%             | 2027-09-01      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31406DEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68350 | PA      | $71010.52     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417349.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1446 | PA      | $1432.78      | 0.00%             | 2025-01-12      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991918743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         696 | PA      | $691.38       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         654 | PA      | $680.24       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5390465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4041 | PA      | $3660.19      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15092 | PA      | $14170.98     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4590358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         762 | PA      | $135.55       | 0.00%             | 2023-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5664967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3203 | PA      | $3111.56      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3811 | PA      | $3690.89      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170374076.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1361 | PA      | $1345.77      | 0.00%             | 2023-09-25      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4612920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2172 | PA      | $340.22       | 0.00%             | 2023-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20095 | PA      | $17754.81     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648621.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29035 | PA      | $27825.72     | 0.00%             | 2026-10-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009468.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11100 | PA      | $11026.26     | 0.00%             | 2026-11-09      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11737058.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8443 | PA      | $8446.25      | 0.00%             | 2026-12-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $39.43        | 0.00%             | 2024-01-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6060917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5246 | PA      | $4758.34      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         378 | PA      | $381.46       | 0.00%             | 2025-02-07      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5584 | PA      | $5237.25      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $382.00       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005344.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3856 | PA      | $274.07       | 0.00%             | 2026-11-09      | Fixed         | 30.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10155 | PA      | $9592.56      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008085.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4529 | PA      | $321.46       | 0.00%             | 2027-09-09      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.14         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412133.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1168 | PA      | $336.47       | 0.00%             | 2027-01-11      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1197 | PA      | $764.56       | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413529.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1764 | PA      | $1747.91      | 0.00%             | 2027-01-11      | Fixed         | 23.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2382768.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         781 | PA      | $772.31       | 0.00%             | 2025-01-11      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1073 | PA      | $998.06       | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651379.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10382 | PA      | $9997.30      | 0.00%             | 2024-11-05      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2137 | PA      | $2100.05      | 0.00%             | 2026-12-08      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4952 | PA      | $4643.44      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199259.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3075 | PA      | $3039.79      | 0.00%             | 2024-12-07      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                     | Digicel Group Holdings Ltd.                                                        | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      146354 | PA      | $36588.50     | 0.00%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         517 | PA      | $35.90        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $87.74        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5660232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         645 | PA      | $623.65       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645832.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13181 | PA      | $13028.84     | 0.00%             | 2027-02-17      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991862214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $46.43        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1489 | PA      | $1473.11      | 0.00%             | 2026-12-07      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1944 | PA      | $1823.56      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.23        | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6335990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4522 | PA      | $4212.60      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076817.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1003 | PA      | $998.84       | 0.00%             | 2024-11-19      | Fixed         | 16.69%                | 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        |    11000000 | PA      | $9776257.92   | 0.33%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917741.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2398 | PA      | $2165.56      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10050 | PA      | $9285.07      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6874 | PA      | $6371.24      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632544.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21955 | PA      | $21602.77     | 0.00%             | 2027-02-15      | Fixed         | 18.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4953337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13409 | PA      | $9097.67      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.87         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2405533.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8354 | PA      | $393.71       | 0.00%             | 2025-01-11      | Fixed         | 18.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171461721.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7154 | PA      | $6924.26      | 0.00%             | 2025-10-20      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008113.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17735 | PA      | $17566.81     | 0.00%             | 2026-11-09      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4107 | PA      | $3818.50      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694677.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13099 | PA      | $2416.03      | 0.00%             | 2026-01-28      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                      | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $11727371.00  | 0.40%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1362 | PA      | $1233.20      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $94.68        | 0.00%             | 2024-02-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $4.36         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $37.84        | 0.00%             | 2025-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         756 | PA      | $792.73       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5202714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33657 | PA      | $19357.54     | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4094 | PA      | $3915.92      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201606.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2365 | PA      | $2342.67      | 0.00%             | 2026-12-08      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200914.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15370 | PA      | $15154.93     | 0.00%             | 2026-12-08      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         688 | PA      | $693.21       | 0.00%             | 2025-01-31      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.14         | 0.00%             | 2028-02-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $116.45       | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1168 | PA      | $880.12       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626602.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2761 | PA      | $2679.68      | 0.00%             | 2024-09-24      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198433.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2845 | PA      | $404.56       | 0.00%             | 2026-12-07      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1330 | PA      | $1270.32      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991574011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.74         | 0.00%             | 2028-02-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5557604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $205.11       | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413046.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5976 | PA      | $5924.96      | 0.00%             | 2027-01-11      | Fixed         | 9.47%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17488419.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5521 | PA      | $5600.08      | 0.00%             | 2027-09-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $229.50       | 0.00%             | 2025-02-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3584 | PA      | $3461.57      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         383 | PA      | $26.47        | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6478 | PA      | $5154.81      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $142.07       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2379748.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3776 | PA      | $3722.83      | 0.00%             | 2027-01-11      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $163.55       | 0.00%             | 2024-02-06      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710099.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11332 | PA      | $11206.71     | 0.00%             | 2027-02-14      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008251.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4256 | PA      | $4192.20      | 0.00%             | 2026-11-09      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $64.82        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $222.17       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $12.68        | 0.00%             | 2025-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2528 | PA      | $2398.55      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6223652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       77359 | PA      | $73217.49     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         766 | PA      | $785.45       | 0.00%             | 2024-01-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12150591.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4392 | PA      | $4435.67      | 0.00%             | 2024-02-28      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2865 | PA      | $2720.26      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1810 | PA      | $1742.18      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10152 | PA      | $4441.31      | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $95.65        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.82         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2258 | PA      | $2323.84      | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106203.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14147 | PA      | $14321.74     | 0.00%             | 2025-03-22      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991869807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $143.51       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $94.03        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991849970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $4.88         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $1.41         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $73.71        | 0.00%             | 2025-02-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $76.25        | 0.00%             | 2024-01-25      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2448 | PA      | $2205.14      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4691756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7269 | PA      | $1389.52      | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16739 | PA      | $16121.81     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004999.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6961 | PA      | $381.68       | 0.00%             | 2026-11-09      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199888.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12616 | PA      | $905.21       | 0.00%             | 2026-12-07      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.76         | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1872 | PA      | $1783.45      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1904 | PA      | $1182.85      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200684.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4358 | PA      | $310.39       | 0.00%             | 2026-12-08      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         401 | PA      | $27.90        | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $38.81        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $3.52         | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634353.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8699 | PA      | $8556.35      | 0.00%             | 2027-02-15      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5772 | PA      | $3496.79      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $262.81       | 0.00%             | 2024-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991582174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $130.18       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         506 | PA      | $513.56       | 0.00%             | 2025-01-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $46.33        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         267 | PA      | $18.89        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         700 | PA      | $682.83       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1507 | PA      | $1489.05      | 0.00%             | 2024-11-09      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080449.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5708 | PA      | $406.57       | 0.00%             | 2024-11-19      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5171759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1208 | PA      | $1167.68      | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5306815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15246 | PA      | $14853.18     | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2549 | PA      | $2452.96      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29065 | PA      | $26983.81     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         363 | PA      | $368.61       | 0.00%             | 2025-01-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636783.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10082 | PA      | $1498.08      | 0.00%             | 2027-02-15      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004906.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10908 | PA      | $10737.70     | 0.00%             | 2026-11-09      | Fixed         | 21.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5083575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $81.89        | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $102.53       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174098270.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7691 | PA      | $7455.53      | 0.00%             | 2024-02-01      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701375.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8757 | PA      | $8474.40      | 0.00%             | 2027-01-13      | Fixed         | 21.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1859 | PA      | $1811.34      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17284270.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35388 | PA      | $35817.48     | 0.00%             | 2025-09-15      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2420369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12923 | PA      | $12784.70     | 0.00%             | 2025-01-12      | Fixed         | 11.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $213.45       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7184 | PA      | $7119.32      | 0.00%             | 2027-02-15      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411777.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6164 | PA      | $6099.09      | 0.00%             | 2025-01-11      | Fixed         | 5.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $229.57       | 0.00%             | 2025-02-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1210 | PA      | $1117.51      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2732 | PA      | $2711.52      | 0.00%             | 2026-09-14      | Fixed         | 30.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2043 | PA      | $2020.66      | 0.00%             | 2024-12-08      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5485 | PA      | $4397.52      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2688 | PA      | $2575.47      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18583 | PA      | $17207.07     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204182.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6330 | PA      | $6257.73      | 0.00%             | 2024-12-08      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2291 | PA      | $2189.59      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1707 | PA      | $1592.86      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         927 | PA      | $874.24       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11310 | PA      | $8646.22      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21718 | PA      | $20178.43     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4865515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         695 | PA      | $355.62       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $66.62        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         648 | PA      | $591.88       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1746 | PA      | $1538.69      | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5506042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5671 | PA      | $5394.75      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12185763.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19197 | PA      | $11025.24     | 0.00%             | 2025-03-08      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.43        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5407224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1947 | PA      | $1879.54      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         155 | PA      | $10.84        | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411288.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10807 | PA      | $780.05       | 0.00%             | 2027-01-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991897007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $116.58       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1630 | PA      | $1150.81      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645232.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9496 | PA      | $9169.63      | 0.00%             | 2026-10-27      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5146747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $191.54       | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $7.51         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2016-C01, Class 1M2                     | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1080053 | PA      | $1152742.18   | 0.04%             | 2028-08-25      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006718.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4315 | PA      | $4287.16      | 0.00%             | 2026-11-09      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6268 | PA      | $5736.51      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         447 | PA      | $147.63       | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         777 | PA      | $712.18       | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $3.20         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632933.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8779 | PA      | $8662.31      | 0.00%             | 2027-02-15      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45000000 | PA      | $45916699.05  | 1.56%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5004686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         699 | PA      | $463.48       | 0.00%             | 2023-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       65255 | PA      | $40133.78     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638678.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8973 | PA      | $8916.81      | 0.00%             | 2027-02-16      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         749 | PA      | $648.20       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14105 | PA      | $12270.14     | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5256925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21972 | PA      | $10588.22     | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2104 | PA      | $1230.21      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7141 | PA      | $6858.27      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6032 | PA      | $5970.13      | 0.00%             | 2025-01-12      | Fixed         | 6.94%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                              | CUSIP: 31342AG45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8919 | PA      | $8735.47      | 0.00%             | 2033-01-01      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873054.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10635 | PA      | $10525.62     | 0.00%             | 2024-10-18      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202124.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3782 | PA      | $269.63       | 0.00%             | 2024-12-08      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1240 | PA      | $1230.48      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3772 | PA      | $1605.24      | 0.00%             | 2023-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640102.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22867 | PA      | $22598.57     | 0.00%             | 2027-02-16      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2589 | PA      | $2439.97      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $98.68        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408676.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3268 | PA      | $3211.46      | 0.00%             | 2025-01-11      | Fixed         | 24.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $10.65        | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418121.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34345 | PA      | $33883.59     | 0.00%             | 2027-01-12      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5697818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10188 | PA      | $7902.24      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412871.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1510 | PA      | $1487.71      | 0.00%             | 2025-01-11      | Fixed         | 28.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14439 | PA      | $13747.17     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5608098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         919 | PA      | $895.35       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $131.20       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644478.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17817 | PA      | $17702.69     | 0.00%             | 2027-02-16      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         312 | PA      | $21.67        | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15817 | PA      | $14645.52     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $-7.07        | -0.00%            | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $218.53       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11324 | PA      | $7107.41      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4742 | PA      | $4632.08      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5270 | PA      | $4947.02      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $109.42       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12230901.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45440 | PA      | $45460.07     | 0.00%             | 2027-03-20      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005904.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2127 | PA      | $2111.41      | 0.00%             | 2026-11-09      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3719 | PA      | $263.42       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200418.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6683 | PA      | $6574.12      | 0.00%             | 2026-12-08      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173896730.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7332 | PA      | $7273.57      | 0.00%             | 2026-01-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411924.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4104 | PA      | $4060.09      | 0.00%             | 2025-01-11      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $5.75         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1719415.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10165 | PA      | $9817.71      | 0.00%             | 2027-02-23      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199153.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4297 | PA      | $4251.12      | 0.00%             | 2026-12-07      | Fixed         | 32.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2888 | PA      | $2777.53      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         491 | PA      | $515.73       | 0.00%             | 2025-01-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $105.89       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.59        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         976 | PA      | $278.71       | 0.00%             | 2023-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.10        | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $42.60        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1001 | PA      | $917.69       | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $41.13        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $-2.19        | -0.00%            | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $3.85         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $-1.03        | -0.00%            | 2025-01-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4747188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         553 | PA      | $131.88       | 0.00%             | 2023-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5518310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         614 | PA      | $328.62       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5898 | PA      | $5615.55      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 168296354.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11081 | PA      | $10054.07     | 0.00%             | 2025-05-13      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         400 | PA      | $417.38       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5105914.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         809 | PA      | $719.00       | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7953 | PA      | $8198.36      | 0.00%             | 2032-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2976 | PA      | $2856.75      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45329 | PA      | $42304.24     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5489 | PA      | $5145.71      | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201735.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1081 | PA      | $1072.14      | 0.00%             | 2026-12-08      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5408726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         671 | PA      | $654.81       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991910876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         283 | PA      | $283.01       | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1283 | PA      | $1122.64      | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007402.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8093 | PA      | $8030.84      | 0.00%             | 2026-11-09      | Fixed         | 10.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11337 | PA      | $10748.04     | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $168.70       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $48.76        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         375 | PA      | $377.23       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1648 | PA      | $1604.26      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1255 | PA      | $1226.64      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24860 | PA      | $23800.77     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410353.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8062 | PA      | $7981.86      | 0.00%             | 2027-01-11      | Fixed         | 27.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1842 | PA      | $1776.73      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12372783.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7689 | PA      | $7659.03      | 0.00%             | 2026-03-17      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         638 | PA      | $435.00       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296KGB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4441 | PA      | $4601.77      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5625056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12251 | PA      | $11945.85     | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635531.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10357 | PA      | $10219.12     | 0.00%             | 2027-02-15      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009310.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4010 | PA      | $3970.64      | 0.00%             | 2026-11-09      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $31.19        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2166 | PA      | $2095.62      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $83.50        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7581 | PA      | $7141.54      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4749 | PA      | $4392.04      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673654.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         842 | PA      | $826.28       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173912279.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4771 | PA      | $4594.70      | 0.00%             | 2024-01-21      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644692.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3407 | PA      | $3383.90      | 0.00%             | 2027-02-16      | Fixed         | 10.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         173 | PA      | $176.29       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4871837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1490 | PA      | $404.78       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415942.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12576 | PA      | $12485.07     | 0.00%             | 2027-01-12      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991872851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         338 | PA      | $39.27        | 0.00%             | 2025-02-05      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202D6E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44711 | PA      | $46801.23     | 0.00%             | 2034-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1249 | PA      | $1037.27      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         548 | PA      | $577.18       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.35         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4714060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1082 | PA      | $326.58       | 0.00%             | 2023-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080736.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1290 | PA      | $1272.05      | 0.00%             | 2024-11-19      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991846574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.48        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $266.21       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991868983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $312.38       | 0.00%             | 2025-02-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637199.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12871 | PA      | $12426.58     | 0.00%             | 2026-09-27      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                             | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8135278.51   | 0.28%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16787 | PA      | $15874.00     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1134 | PA      | $632.60       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $212.57       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $14.88        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4245 | PA      | $3875.32      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872983.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5218 | PA      | $1463.23      | 0.00%             | 2026-10-18      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $69.88        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $-5.29        | -0.00%            | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $-5.81        | -0.00%            | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $6.69         | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4979273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4126 | PA      | $1367.01      | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609512.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5283 | PA      | $5086.10      | 0.00%             | 2024-08-05      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.88        | 0.00%             | 2024-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007576.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6066 | PA      | $6027.53      | 0.00%             | 2026-11-09      | Fixed         | 26.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872946.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5083 | PA      | $5041.37      | 0.00%             | 2026-10-18      | Fixed         | 7.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872966.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4022 | PA      | $4001.09      | 0.00%             | 2026-10-18      | Fixed         | 31.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2171699.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8568 | PA      | $8482.97      | 0.00%             | 2026-12-08      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13368 | PA      | $12948.45     | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         468 | PA      | $455.52       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008579.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39602 | PA      | $39352.70     | 0.00%             | 2026-11-09      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.58        | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         408 | PA      | $410.91       | 0.00%             | 2025-01-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201843.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1549 | PA      | $445.50       | 0.00%             | 2026-12-08      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2930 | PA      | $2856.87      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $64.69        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         813 | PA      | $551.06       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628072.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16341 | PA      | $15781.05     | 0.00%             | 2026-09-28      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         572 | PA      | $40.01        | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1909 | PA      | $1893.36      | 0.00%             | 2024-09-14      | Fixed         | 22.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689036.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16809 | PA      | $16052.65     | 0.00%             | 2026-12-21      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31375UK20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          40 | PA      | $39.74        | 0.00%             | 2026-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4169 | PA      | $2524.28      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         361 | PA      | $374.04       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Kobe US Midco 2, Inc.                                                           | Kobe US Midco 2, Inc.                                                              | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1913275.00   | 0.07%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         938 | PA      | $901.26       | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         198 | PA      | $205.38       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $5.79         | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1823 | PA      | $1761.04      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415375.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4958 | PA      | $4930.13      | 0.00%             | 2027-01-12      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $118.99       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $148.21       | 0.00%             | 2025-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196864.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5892 | PA      | $5826.95      | 0.00%             | 2026-12-07      | Fixed         | 14.96%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16000000 | PA      | $14432500.00  | 0.49%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873390.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9904 | PA      | $9762.37      | 0.00%             | 2026-10-18      | Fixed         | 17.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $217.82       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1503 | PA      | $1231.93      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1730775.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1567 | PA      | $1494.91      | 0.00%             | 2025-03-03      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603735.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6987 | PA      | $6729.40      | 0.00%             | 2024-08-06      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205970.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2264 | PA      | $2241.13      | 0.00%             | 2026-12-08      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $5.59         | 0.00%             | 2028-02-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25022405.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.57         | 0.00%             | 2027-12-06      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991647827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $144.81       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991587244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $158.01       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710829.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4148 | PA      | $4096.71      | 0.00%             | 2026-09-14      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2871 | PA      | $2763.63      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $91.60        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.21         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414761.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         809 | PA      | $482.65       | 0.00%             | 2025-06-12      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         478 | PA      | $487.44       | 0.00%             | 2025-01-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991898184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $25.76        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874438.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5050 | PA      | $4952.08      | 0.00%             | 2026-10-18      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         684 | PA      | $719.71       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49006 | PA      | $45712.38     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         719 | PA      | $89.37        | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702062.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7611 | PA      | $7336.08      | 0.00%             | 2027-01-14      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $20.11        | 0.00%             | 2023-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         686 | PA      | $719.41       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991881568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $193.38       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2991 | PA      | $2897.03      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $66.95        | 0.00%             | 2024-01-31      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HXH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18737 | PA      | $19638.73     | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $139.41       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6585 | PA      | $6331.07      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $72.48        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $2.21         | 0.00%             | 2025-01-26      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711508.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5104 | PA      | $357.46       | 0.00%             | 2024-09-14      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         632 | PA      | $658.94       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | 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        |     6600000 | PA      | $4963786.54   | 0.17%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2096 | PA      | $1838.56      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         380 | PA      | $372.38       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008324.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4981 | PA      | $357.55       | 0.00%             | 2026-11-09      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10284 | PA      | $9416.17      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Match Group Holdings II LLC                                                     | Match Group Holdings II LLC                                                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4581631.50   | 0.16%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11729 | PA      | $10552.20     | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634082.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5356 | PA      | $5311.00      | 0.00%             | 2027-02-15      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1866 | PA      | $1296.31      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9163 | PA      | $3883.83      | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         544 | PA      | $37.89        | 0.00%             | 2025-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MSCI, Inc.                                                                      | MSCI, Inc.                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $9690573.00   | 0.33%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692281.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30085 | PA      | $28712.05     | 0.00%             | 2027-01-19      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $131.02       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004302.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2730 | PA      | $2711.64      | 0.00%             | 2026-11-09      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.21        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $16.98        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $15.86        | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $261.38       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712525.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3387 | PA      | $243.71       | 0.00%             | 2026-09-14      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18257 | PA      | $17307.76     | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991873395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $48.89        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.51        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7000000 | PA      | $7365312.50   | 0.25%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $25.02        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991828600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $90.13        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         438 | PA      | $346.04       | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15077 | PA      | $13152.04     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1090 | PA      | $1039.92      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162683524.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         620 | PA      | $621.45       | 0.00%             | 2033-02-15      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16637899.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17815 | PA      | $18019.68     | 0.00%             | 2027-08-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5720 | PA      | $5424.49      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $0.46         | 0.00%             | 2027-10-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873354.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1275 | PA      | $92.45        | 0.00%             | 2025-03-18      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         547 | PA      | $557.03       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2087 | PA      | $1980.96      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1249 | PA      | $1268.42      | 0.00%             | 2025-01-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413171.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2080 | PA      | $2058.84      | 0.00%             | 2025-01-11      | Fixed         | 8.15%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22390 | PA      | $20740.39     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1297 | PA      | $1247.81      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18218 | PA      | $17382.91     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008862.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2939 | PA      | $2920.62      | 0.00%             | 2026-11-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4464 | PA      | $4417.95      | 0.00%             | 2025-02-15      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007966.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1686 | PA      | $1660.08      | 0.00%             | 2026-11-09      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $109.08       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         823 | PA      | $540.59       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $163.06       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991622812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $24.91        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12208717.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22187 | PA      | $21876.84     | 0.00%             | 2027-03-01      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $98.18        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2281 | PA      | $2079.33      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37500000 | PA      | $36785320.88  | 1.25%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009706.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1381 | PA      | $1371.95      | 0.00%             | 2026-11-09      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $130.79       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1097 | PA      | $1109.31      | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1209 | PA      | $973.80       | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630447.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2560 | PA      | $2485.96      | 0.00%             | 2024-09-27      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2128 | PA      | $2091.03      | 0.00%             | 2026-12-08      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4830294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         432 | PA      | $372.17       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1246 | PA      | $1165.04      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1104 | PA      | $1077.52      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6133 | PA      | $5389.66      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11231 | PA      | $10522.96     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5244187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2915 | PA      | $2840.45      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.39         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         324 | PA      | $228.69       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5406 | PA      | $4819.49      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991918916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $38.94        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872183.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         910 | PA      | $-4.74        | -0.00%            | 2026-10-18      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $32.20        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4665 | PA      | $4495.73      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       56091 | PA      | $42132.26     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991580712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         582 | PA      | $595.52       | 0.00%             | 2025-01-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076758.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3984 | PA      | $3964.13      | 0.00%             | 2026-11-19      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171264911.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9951 | PA      | $9598.04      | 0.00%             | 2025-10-14      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.75        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203381.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8950 | PA      | $8821.67      | 0.00%             | 2026-12-08      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991797551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $173.02       | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $21.48        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5628 | PA      | $3361.03      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11723164.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2084 | PA      | $2082.10      | 0.00%             | 2024-02-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $258.84       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3994 | PA      | $3792.97      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $100.36       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1158 | PA      | $1119.06      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $294.64       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050193.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6456 | PA      | $6518.02      | 0.00%             | 2024-03-06      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680286.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8329 | PA      | $8026.05      | 0.00%             | 2026-12-16      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644820.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6363 | PA      | $1835.09      | 0.00%             | 2027-02-16      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $89.72        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12286988.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40377 | PA      | $41037.66     | 0.00%             | 2026-03-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         616 | PA      | $332.81       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $159.86       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         615 | PA      | $441.69       | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689882.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3797 | PA      | $3652.93      | 0.00%             | 2024-12-22      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5608074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         432 | PA      | $423.96       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12424835.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29322 | PA      | $29217.43     | 0.00%             | 2027-03-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $33.36        | 0.00%             | 2025-02-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1136 | PA      | $1177.65      | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6044668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1191 | PA      | $1147.24      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17490395.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31274 | PA      | $31800.81     | 0.00%             | 2027-09-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $298.92       | 0.00%             | 2025-02-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2573 | PA      | $2497.54      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709334.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1548 | PA      | $107.78       | 0.00%             | 2026-09-14      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5690927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5173 | PA      | $4408.77      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646072.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10463 | PA      | $10346.41     | 0.00%             | 2026-10-28      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5077899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $114.91       | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204427.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7119 | PA      | $7055.06      | 0.00%             | 2026-12-08      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873079.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1203 | PA      | $1195.29      | 0.00%             | 2026-10-18      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5085736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         518 | PA      | $508.73       | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $235.25       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $-6.18        | -0.00%            | 2024-01-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2350 | PA      | $2437.11      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005768.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1310 | PA      | $1299.49      | 0.00%             | 2026-11-09      | Fixed         | 27.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1885 | PA      | $1953.58      | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4161 | PA      | $3996.52      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $112.38       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.71         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16792 | PA      | $15610.47     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $360.05       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680250.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         634 | PA      | $619.21       | 0.00%             | 2026-12-16      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $56.22        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         517 | PA      | $534.00       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6180683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6663 | PA      | $5032.32      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $177.02       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         308 | PA      | $298.71       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4953930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8161 | PA      | $2542.86      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991551681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $28.60        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16448250.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6579 | PA      | $6648.47      | 0.00%             | 2027-09-01      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                       | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $12914908.48  | 0.44%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615738.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3177 | PA      | $3067.93      | 0.00%             | 2026-08-27      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $177.32       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2549 | PA      | $1717.40      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1868887.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12577 | PA      | $12517.41     | 0.00%             | 2026-10-18      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873016.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2453 | PA      | $2431.16      | 0.00%             | 2024-10-18      | Fixed         | 8.30%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $129.71       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9254 | PA      | $8876.31      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12464629.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13132 | PA      | $13287.48     | 0.00%             | 2027-03-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5785803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2392 | PA      | $2300.23      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17115035.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11303 | PA      | $11327.85     | 0.00%             | 2026-08-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12703 | PA      | $11848.73     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654955.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6530 | PA      | $6279.05      | 0.00%             | 2024-11-12      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407FN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22595 | PA      | $22997.58     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $106.86       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14857 | PA      | $13964.63     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306239.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8306 | PA      | $7717.99      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1025 | PA      | $999.81       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991874943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $222.53       | 0.00%             | 2025-02-07      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413038.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1754 | PA      | $1738.30      | 0.00%             | 2027-01-11      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2314 | PA      | $2236.04      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $216.56       | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2699 | PA      | $2634.98      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413218.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1124 | PA      | $79.40        | 0.00%             | 2027-01-11      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418415.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10624 | PA      | $10466.24     | 0.00%             | 2025-01-12      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991865504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $26.14        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4869815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7257 | PA      | $1714.88      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         978 | PA      | $135.71       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $13.28        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         364 | PA      | $356.93       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $111.10       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44398 | PA      | $43162.92     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9171 | PA      | $8053.87      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1908 | PA      | $1862.61      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2614 | PA      | $2549.50      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $53.92        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2238 | PA      | $749.09       | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406872.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4697 | PA      | $4649.02      | 0.00%             | 2027-01-11      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2147 | PA      | $2090.23      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2057 | PA      | $1997.64      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1245 | PA      | $1206.36      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $16.39        | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202425.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3125 | PA      | $3096.77      | 0.00%             | 2026-12-08      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991623357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $237.20       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008691.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4149 | PA      | $4110.28      | 0.00%             | 2026-11-09      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $47.07        | 0.00%             | 2025-01-31      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2043 | PA      | $1989.49      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.28        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139722.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6154 | PA      | $6208.95      | 0.00%             | 2024-03-02      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645675.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23658 | PA      | $23377.42     | 0.00%             | 2027-02-17      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12463779.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11540 | PA      | $11744.06     | 0.00%             | 2026-03-25      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         849 | PA      | $786.69       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173898269.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5159 | PA      | $5152.56      | 0.00%             | 2024-01-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $137.79       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $99.97        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $5.03         | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       55583 | PA      | $52113.49     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074352.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         970 | PA      | $965.58       | 0.00%             | 2026-11-19      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5386 | PA      | $3030.38      | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2881380.00   | 0.10%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408824.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1530 | PA      | $1516.89      | 0.00%             | 2027-01-11      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1823 | PA      | $1774.31      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $0.81         | 0.00%             | 2027-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         340 | PA      | $341.63       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991860327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         925 | PA      | $926.36       | 0.00%             | 2025-02-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008566.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         658 | PA      | $652.69       | 0.00%             | 2024-11-09      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3643 | PA      | $3476.93      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-798912.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $61.47        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.71        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1310 | PA      | $1261.66      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $112.15       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1092 | PA      | $1007.16      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11883 | PA      | $11098.73     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $96.54        | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.79        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872550.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4097 | PA      | $4047.41      | 0.00%             | 2026-10-18      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         528 | PA      | $542.65       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4815646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5300 | PA      | $3523.11      | 0.00%             | 2023-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411242.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2177 | PA      | $2153.44      | 0.00%             | 2025-01-11      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11722179.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23792 | PA      | $24129.01     | 0.00%             | 2027-02-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164510336.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14437 | PA      | $13384.50     | 0.00%             | 2025-01-15      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6274482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3228 | PA      | $2984.51      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $119.48       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2226 | PA      | $2177.71      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $114.80       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12173727.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23846 | PA      | $23413.40     | 0.00%             | 2025-03-05      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7856 | PA      | $7524.24      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $54.56        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3660 | PA      | $3566.91      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5829638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2999 | PA      | $2663.62      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6773 | PA      | $4912.56      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $37.12        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         519 | PA      | $-1.98        | -0.00%            | 2025-01-24      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873234.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3823 | PA      | $3807.98      | 0.00%             | 2026-10-18      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991897062.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.20        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $66.39        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415122.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2071 | PA      | $2057.16      | 0.00%             | 2027-01-12      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $84.67        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $219.36       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         574 | PA      | $587.53       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12133804.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19200 | PA      | $9609.61      | 0.00%             | 2027-03-06      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5423 | PA      | $5119.58      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9165 | PA      | $7108.47      | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292GM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          15 | PA      | $15.18        | 0.00%             | 2024-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2249 | PA      | $2168.34      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $101.15       | 0.00%             | 2025-04-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12468743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28359 | PA      | $28535.21     | 0.00%             | 2027-03-24      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $231.75       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870436.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2389 | PA      | $2376.12      | 0.00%             | 2026-10-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6492 | PA      | $5956.87      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991913936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.46        | 0.00%             | 2025-02-03      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1153 | PA      | $1185.46      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199905.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1673 | PA      | $235.00       | 0.00%             | 2027-05-07      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         177 | PA      | $180.47       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21012 | PA      | $19280.84     | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $437.78       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3568 | PA      | $3434.40      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $137.93       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         756 | PA      | $783.70       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15072534.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10897 | PA      | $10910.59     | 0.00%             | 2026-07-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586708.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1510 | PA      | $1343.24      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8192 | PA      | $7966.25      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626509.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6605 | PA      | $6403.15      | 0.00%             | 2024-09-24      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2998 | PA      | $1438.60      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10249 | PA      | $9691.39      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         394 | PA      | $411.43       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         988 | PA      | $1010.94      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                | Goodyear Tire & Rubber Co. (The)                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $7322550.50   | 0.25%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3853 | PA      | $3118.03      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.02        | 0.00%             | 2024-01-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3148 | PA      | $2994.32      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874338.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8518 | PA      | $8483.72      | 0.00%             | 2026-10-18      | Fixed         | 26.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007252.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7265 | PA      | $7209.57      | 0.00%             | 2026-11-09      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         764 | PA      | $796.65       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008089.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4219 | PA      | $2339.45      | 0.00%             | 2026-11-09      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077889.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6248 | PA      | $6169.21      | 0.00%             | 2026-11-19      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $1.27         | 0.00%             | 2025-01-31      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| CommScope Technologies LLC                                                      | CommScope Technologies LLC                                                         | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     5518000 | PA      | $5232002.06   | 0.18%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5454 | PA      | $853.79       | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639974.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2440 | PA      | $2315.64      | 0.00%             | 2027-02-16      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $3.41         | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $83.59        | 0.00%             | 2024-02-07      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         842 | PA      | $560.75       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $21.02        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991581659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         767 | PA      | $810.48       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991603572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         895 | PA      | $917.46       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2739 | PA      | $2601.19      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12169743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26701 | PA      | $26522.32     | 0.00%             | 2027-01-22      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36206KQ46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         169 | PA      | $169.02       | 0.00%             | 2025-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5275801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1659 | PA      | $1607.12      | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009450.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7418 | PA      | $7367.15      | 0.00%             | 2026-11-09      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645599.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22777 | PA      | $22620.95     | 0.00%             | 2027-07-17      | Fixed         | 27.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.18        | 0.00%             | 2025-02-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1705071.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3785 | PA      | $3644.95      | 0.00%             | 2025-12-01      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         258 | PA      | $262.94       | 0.00%             | 2025-02-04      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $192.38       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636620.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7445 | PA      | $1110.51      | 0.00%             | 2027-02-15      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.90        | 0.00%             | 2023-06-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $76.97        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7390 | PA      | $7050.86      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693994.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $23.85        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710506.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5109 | PA      | $1464.55      | 0.00%             | 2027-02-14      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $94.27        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2448 | PA      | $2385.94      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11733782.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15329 | PA      | $15050.97     | 0.00%             | 2025-02-03      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5311098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $204.26       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5025 | PA      | $4611.50      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991582316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         205 | PA      | $206.78       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.37        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $-3.45        | -0.00%            | 2024-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         712 | PA      | $717.95       | 0.00%             | 2025-01-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7687 | PA      | $6962.53      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1262 | PA      | $1222.12      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991550861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         364 | PA      | $25.28        | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9491 | PA      | $9607.78      | 0.00%             | 2025-02-05      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $29.77        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4481 | PA      | $4433.89      | 0.00%             | 2027-01-11      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.09        | 0.00%             | 2023-08-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         233 | PA      | $-8.19        | -0.00%            | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632256.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         881 | PA      | $869.71       | 0.00%             | 2027-02-15      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12883 | PA      | $12534.88     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5759456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4323 | PA      | $4050.86      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412813.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         701 | PA      | $693.64       | 0.00%             | 2025-01-11      | Fixed         | 10.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $65.88        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009332.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2114 | PA      | $2080.33      | 0.00%             | 2026-11-09      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.90        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5230330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1320 | PA      | $446.60       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6187158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22219 | PA      | $21070.59     | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30031 | PA      | $28932.30     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1058 | PA      | $757.67       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         230 | PA      | $162.80       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991549497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.77        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1972 | PA      | $1929.05      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4120 | PA      | $4069.98      | 0.00%             | 2026-10-18      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6356992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4449 | PA      | $4150.96      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $164.57       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         982 | PA      | $947.49       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2493 | PA      | $861.45       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $55.30        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11273 | PA      | $10952.77     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692593.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16789 | PA      | $16191.56     | 0.00%             | 2027-01-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $103.62       | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9627 | PA      | $5707.22      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5942908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4172 | PA      | $3809.08      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6283883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2967 | PA      | $2767.74      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         389 | PA      | $396.52       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $153.01       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5012 | PA      | $5097.09      | 0.00%             | 2025-01-24      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1668 | PA      | $1709.78      | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991855467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.21         | 0.00%             | 2025-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204481.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3185 | PA      | $3130.22      | 0.00%             | 2024-12-08      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4537 | PA      | $4216.30      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.48        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415408.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6533 | PA      | $6464.64      | 0.00%             | 2025-01-12      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         567 | PA      | $561.20       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14496 | PA      | $14036.58     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23461 | PA      | $17096.73     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $88.09        | 0.00%             | 2024-01-31      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202263.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1171 | PA      | $1148.87      | 0.00%             | 2025-05-08      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1938 | PA      | $1875.28      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5517958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1160 | PA      | $1025.48      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4934833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4481 | PA      | $3152.15      | 0.00%             | 2023-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6228 | PA      | $6030.29      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $280.43       | 0.00%             | 2024-01-27      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991587612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $168.85       | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4895085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1954 | PA      | $1207.28      | 0.00%             | 2023-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5071139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8484 | PA      | $7310.94      | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199624.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8984 | PA      | $5309.81      | 0.00%             | 2026-12-07      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411228.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3757 | PA      | $3710.63      | 0.00%             | 2027-06-11      | Fixed         | 26.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10870 | PA      | $10199.94     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4223 | PA      | $4075.03      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4262 | PA      | $4240.49      | 0.00%             | 2029-02-15      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         646 | PA      | $81.05        | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7112 | PA      | $6920.57      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4899151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3147 | PA      | $1314.21      | 0.00%             | 2023-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         441 | PA      | $375.71       | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1927 | PA      | $1878.31      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.24         | 0.00%             | 2028-02-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $128.20       | 0.00%             | 2025-02-01      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3804 | PA      | $3671.42      | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8915 | PA      | $8858.17      | 0.00%             | 2027-02-16      | Fixed         | 23.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201265.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4650 | PA      | $4599.28      | 0.00%             | 2024-12-08      | Fixed         | 7.44%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp.                                                                       | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6073945.29   | 0.21%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409346.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13233 | PA      | $1797.96      | 0.00%             | 2027-01-11      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         561 | PA      | $583.06       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1216 | PA      | $1182.07      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20273 | PA      | $19743.26     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6297927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1468 | PA      | $1351.17      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.71        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16652913.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32944 | PA      | $33321.34     | 0.00%             | 2024-09-14      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1868 | PA      | $1809.43      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203740.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2109 | PA      | $1208.73      | 0.00%             | 2026-12-08      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411173.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1242 | PA      | $1228.83      | 0.00%             | 2027-01-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414779.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3375 | PA      | $3343.41      | 0.00%             | 2027-01-12      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $134.79       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11739118.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13926 | PA      | $14037.78     | 0.00%             | 2027-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 312942U78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45677 | PA      | $46511.35     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412621.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3440 | PA      | $3391.73      | 0.00%             | 2027-01-11      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6674 | PA      | $5314.88      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         273 | PA      | $269.94       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $80.76        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2192030.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5258 | PA      | $5196.65      | 0.00%             | 2024-12-08      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10319 | PA      | $10018.47     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1020 | PA      | $970.84       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203811.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2128 | PA      | $2104.72      | 0.00%             | 2024-12-08      | Fixed         | 19.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5260 | PA      | $4984.88      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5981 | PA      | $5926.91      | 0.00%             | 2027-02-16      | Fixed         | 10.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         198 | PA      | $204.71       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5572397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $121.79       | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991603339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $94.75        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         239 | PA      | $249.20       | 0.00%             | 2025-01-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642879.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7503 | PA      | $63.74        | 0.00%             | 2027-02-16      | Fixed         | 26.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         392 | PA      | $376.72       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1602 | PA      | $1542.15      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $17.49        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10914 | PA      | $9616.05      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643737.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14184 | PA      | $14081.05     | 0.00%             | 2027-02-16      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $56.19        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3740 | PA      | $3625.02      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $32.26        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173998821.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7206 | PA      | $7108.62      | 0.00%             | 2026-01-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         731 | PA      | $56.47        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416737.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2377 | PA      | $2360.41      | 0.00%             | 2027-01-12      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC STACR Debt Notes, Series 2014-DN3, Class M3                                  | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      205842 | PA      | $209657.52    | 0.01%             | 2024-08-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                 | M/I Homes, Inc.                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2442728.00   | 0.08%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         560 | PA      | $572.90       | 0.00%             | 2025-01-26      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26697 | PA      | $24853.23     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418818.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5954 | PA      | $5898.67      | 0.00%             | 2027-01-12      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         248 | PA      | $251.24       | 0.00%             | 2025-02-05      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418007.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2132 | PA      | $1123.44      | 0.00%             | 2027-01-12      | Fixed         | 10.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         656 | PA      | $339.69       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413039.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12459 | PA      | $12357.87     | 0.00%             | 2027-01-11      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         347 | PA      | $360.18       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $49.55        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201738.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14565 | PA      | $4102.17      | 0.00%             | 2027-05-08      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2260 | PA      | $2342.80      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17032039.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23723 | PA      | $24131.84     | 0.00%             | 2026-09-16      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1464 | PA      | $1422.66      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.52         | 0.00%             | 2027-10-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $73.89        | 0.00%             | 2024-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709609.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3529 | PA      | $3502.91      | 0.00%             | 2024-09-14      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7170 | PA      | $7097.60      | 0.00%             | 2025-01-11      | Fixed         | 15.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873917.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1170 | PA      | $175.19       | 0.00%             | 2026-10-18      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1011 | PA      | $1047.79      | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                | Country Garden Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |     3450000 | PA      | $2647875.00   | 0.09%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9045 | PA      | $8569.46      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006387.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3262 | PA      | $482.57       | 0.00%             | 2026-11-09      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5699768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         525 | PA      | $487.67       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5244921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         732 | PA      | $658.76       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $107.69       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         831 | PA      | $748.41       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607296.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4697 | PA      | $4519.05      | 0.00%             | 2026-08-12      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $-5.14        | -0.00%            | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11725393.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43592 | PA      | $43575.98     | 0.00%             | 2027-02-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3729 | PA      | $1946.84      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         433 | PA      | $440.39       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         206 | PA      | $217.93       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3073 | PA      | $2854.63      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         296 | PA      | $43.20        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5102 | PA      | $4845.57      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $104.81       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842042.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1586 | PA      | $1608.13      | 0.00%             | 2025-01-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $92.79        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         792 | PA      | $763.71       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         283 | PA      | $293.37       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $7.42         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $238.91       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         288 | PA      | $296.98       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.13        | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $68.01        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $14.14        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.44        | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         305 | PA      | $310.78       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874395.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7106 | PA      | $2075.63      | 0.00%             | 2026-10-18      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635945.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4808 | PA      | $4730.64      | 0.00%             | 2027-02-15      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $63.78        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2943 | PA      | $1228.32      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $32.89        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         824 | PA      | $57.93        | 0.00%             | 2025-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412160.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3570 | PA      | $3537.92      | 0.00%             | 2027-01-11      | Fixed         | 27.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415964.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1157 | PA      | $1148.36      | 0.00%             | 2027-01-12      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633754.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26984 | PA      | $26745.21     | 0.00%             | 2027-02-15      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711953.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1013 | PA      | $997.08       | 0.00%             | 2026-09-14      | Fixed         | 29.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874383.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7582 | PA      | $7472.87      | 0.00%             | 2026-10-18      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991880139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $82.92        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6146581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5310 | PA      | $4560.78      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5088456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         995 | PA      | $809.75       | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008618.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4964 | PA      | $4917.61      | 0.00%             | 2026-11-09      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.28         | 0.00%             | 2025-01-25      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9072 | PA      | $8383.45      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632822.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1407 | PA      | $100.01       | 0.00%             | 2027-02-15      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12175594.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12366 | PA      | $12318.83     | 0.00%             | 2027-03-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $261.56       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1368 | PA      | $1244.65      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6121348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41077 | PA      | $39212.95     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991936900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $61.26        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.16         | 0.00%             | 2028-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636073.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4468 | PA      | $4425.69      | 0.00%             | 2027-02-15      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991487037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1314 | PA      | $1338.54      | 0.00%             | 2025-01-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991622618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $184.05       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1603 | PA      | $817.04       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.17        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632673.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1960 | PA      | $1942.58      | 0.00%             | 2027-02-15      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3109 | PA      | $2863.34      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1522 | PA      | $1465.33      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         334 | PA      | $295.34       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1902 | PA      | $1657.22      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.92        | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5387 | PA      | $5242.10      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11411446.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42845 | PA      | $43326.17     | 0.00%             | 2027-01-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11693902.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26370 | PA      | $5140.82      | 0.00%             | 2025-12-21      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5532672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $150.54       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6055822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7732 | PA      | $7348.78      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203636.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4376 | PA      | $1113.77      | 0.00%             | 2026-12-08      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991901365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         770 | PA      | $788.02       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2010280.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13345 | PA      | $13162.32     | 0.00%             | 2026-11-09      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $60.27        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $179.19       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         239 | PA      | $0.00         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $7.81         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21390 | PA      | $20342.55     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2787 | PA      | $2882.13      | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         823 | PA      | $101.02       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691649.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         553 | PA      | $550.76       | 0.00%             | 2025-01-26      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4662910.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1341 | PA      | $663.15       | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $51.98        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5415751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1179 | PA      | $1118.21      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1291 | PA      | $1223.32      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4443 | PA      | $3864.07      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710706.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2561 | PA      | $2548.41      | 0.00%             | 2026-09-14      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991926669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $68.95        | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4454 | PA      | $4280.71      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7630 | PA      | $6991.22      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         652 | PA      | $672.57       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $48.84        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004674.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7365 | PA      | $7303.80      | 0.00%             | 2026-11-09      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199248.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12835 | PA      | $12639.65     | 0.00%             | 2026-12-07      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         396 | PA      | $392.48       | 0.00%             | 2025-01-31      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009953.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3934 | PA      | $3909.69      | 0.00%             | 2026-11-09      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2185665.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12857 | PA      | $12684.31     | 0.00%             | 2026-12-08      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16718578.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10380 | PA      | $10510.89     | 0.00%             | 2027-09-02      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.42         | 0.00%             | 2024-01-21      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1541 | PA      | $1522.02      | 0.00%             | 2024-12-08      | Fixed         | 16.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         324 | PA      | $335.69       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1074 | PA      | $1112.71      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2203 | PA      | $2280.08      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $201.01       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.22        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.57        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.19         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2954 | PA      | $2934.89      | 0.00%             | 2027-02-16      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874034.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1857 | PA      | $1846.83      | 0.00%             | 2026-10-18      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2741 | PA      | $1978.04      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $77.82        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         875 | PA      | $833.10       | 0.00%             | 2024-04-13      | None          | 0.00%                 | 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        |      418558 | PA      | $411893.36    | 0.01%             | 2026-03-15      | Variable      | 15.36%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12132 | PA      | $11671.82     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2152837.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6104 | PA      | $447.41       | 0.00%             | 2024-12-07      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644978.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9694 | PA      | $9633.87      | 0.00%             | 2027-02-17      | Fixed         | 28.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3341 | PA      | $498.29       | 0.00%             | 2027-01-11      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5652332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1375 | PA      | $1333.44      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711268.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6602 | PA      | $475.71       | 0.00%             | 2026-09-14      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200406.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3739 | PA      | $3685.44      | 0.00%             | 2026-12-08      | Fixed         | 17.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077428.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8402 | PA      | $8295.19      | 0.00%             | 2026-11-19      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $109.31       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         293 | PA      | $293.59       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         677 | PA      | $607.78       | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         179 | PA      | $182.95       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16676602.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22893 | PA      | $23218.32     | 0.00%             | 2026-09-05      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673699.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13183 | PA      | $12758.32     | 0.00%             | 2026-12-16      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3422 | PA      | $3330.17      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132023.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $135.78       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $73.32        | 0.00%             | 2024-01-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5282437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10564 | PA      | $10239.48     | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $324.12       | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407256.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5114 | PA      | $5036.33      | 0.00%             | 2025-01-11      | Fixed         | 20.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16283011.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46788 | PA      | $47344.34     | 0.00%             | 2027-08-10      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199311.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1249 | PA      | $1238.02      | 0.00%             | 2026-12-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6240 | PA      | $6018.24      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         333 | PA      | $291.21       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $1271.30      | 0.00%             | 2027-01-12      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5365379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1592 | PA      | $1196.00      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2795 | PA      | $2675.12      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18926 | PA      | $17071.79     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892295.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3043 | PA      | $2553.84      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5102418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $163.51       | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991918511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1916 | PA      | $1956.91      | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         177 | PA      | $184.94       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3086 | PA      | $2951.21      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407212.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16266 | PA      | $16164.84     | 0.00%             | 2027-11-11      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $188.65       | 0.00%             | 2025-02-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7967 | PA      | $7786.73      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1575 | PA      | $-64.86       | -0.00%            | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4411 | PA      | $4269.13      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2969 | PA      | $2833.53      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991840310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $123.87       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4244 | PA      | $2972.73      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1454 | PA      | $1473.78      | 0.00%             | 2025-01-23      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16997 | PA      | $15960.27     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873885.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15526 | PA      | $15382.38     | 0.00%             | 2026-10-18      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406985.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2511 | PA      | $2490.99      | 0.00%             | 2027-01-11      | Fixed         | 9.83%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24464775.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11924 | PA      | $12511.70     | 0.00%             | 2024-12-19      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    17820000 | PA      | $-1811851.63  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17457461.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13117 | PA      | $13284.60     | 0.00%             | 2026-09-27      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4578615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1543 | PA      | $406.98       | 0.00%             | 2023-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $43.01        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5506828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6821 | PA      | $3645.15      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991647962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $268.43       | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3688 | PA      | $3580.18      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1981 | PA      | $1930.42      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         238 | PA      | $238.70       | 0.00%             | 2024-02-03      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1554 | PA      | $1438.53      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991515511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $140.66       | 0.00%             | 2025-01-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174278232.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22298 | PA      | $21990.15     | 0.00%             | 2026-02-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36200KMR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9981 | PA      | $10522.75     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2039 | PA      | $1741.91      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3211 | PA      | $3084.72      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206693.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3070 | PA      | $414.44       | 0.00%             | 2026-12-08      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5826 | PA      | $5680.40      | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402399.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22317 | PA      | $22180.79     | 0.00%             | 2027-01-11      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873452.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5325 | PA      | $5247.34      | 0.00%             | 2026-10-18      | Fixed         | 29.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $181.34       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3238 | PA      | $3113.24      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643141.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19115 | PA      | $18880.32     | 0.00%             | 2027-02-16      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414692.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1382 | PA      | $1367.59      | 0.00%             | 2025-01-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2344 | PA      | $526.21       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $137.30       | 0.00%             | 2025-01-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         379 | PA      | $387.58       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2685 | PA      | $1506.89      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2412 | PA      | $2390.21      | 0.00%             | 2026-10-18      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1704984.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10903 | PA      | $10512.86     | 0.00%             | 2027-01-19      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991889300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $138.31       | 0.00%             | 2025-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077061.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2763 | PA      | $198.30       | 0.00%             | 2024-11-19      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2998 | PA      | $2744.29      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009730.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13445 | PA      | $3868.74      | 0.00%             | 2026-11-09      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1841 | PA      | $1718.41      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3382 | PA      | $3350.86      | 0.00%             | 2027-02-15      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633374.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16004 | PA      | $15914.10     | 0.00%             | 2027-02-15      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991861556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $170.62       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991647560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1260 | PA      | $1290.89      | 0.00%             | 2025-01-29      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13486 | PA      | $12674.09     | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5789584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6513 | PA      | $6332.85      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196714.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2800 | PA      | $2769.47      | 0.00%             | 2026-12-07      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5356 | PA      | $5154.54      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872937.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3468 | PA      | $3454.42      | 0.00%             | 2026-10-18      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645248.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5048 | PA      | $364.11       | 0.00%             | 2027-02-17      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202420.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4261 | PA      | $4219.46      | 0.00%             | 2026-12-08      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198393.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2623 | PA      | $2577.16      | 0.00%             | 2024-12-07      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830122.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12375 | PA      | $12046.32     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1158 | PA      | $1187.16      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1477 | PA      | $1435.34      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5738024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3919 | PA      | $3749.61      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $62.92        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079001.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13221 | PA      | $13151.44     | 0.00%             | 2026-11-19      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1182 | PA      | $1156.22      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1389 | PA      | $586.29       | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1909 | PA      | $437.07       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $148.30       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $399.17       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3280105.50   | 0.11%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $75.88        | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $0.34         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411596.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4242 | PA      | $4197.73      | 0.00%             | 2027-01-11      | Fixed         | 13.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.63        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418555.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14569 | PA      | $14436.04     | 0.00%             | 2027-06-12      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411415.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5722 | PA      | $5674.41      | 0.00%             | 2027-01-11      | Fixed         | 9.04%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1307 | PA      | $1359.15      | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $70.43        | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7015 | PA      | $6574.39      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     6150000 | PA      | $5973463.51   | 0.20%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006252.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6779 | PA      | $6729.65      | 0.00%             | 2026-11-09      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717052.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         482 | PA      | $500.19       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5230521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         999 | PA      | $757.43       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636841.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24679 | PA      | $24472.92     | 0.00%             | 2027-02-15      | Fixed         | 30.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694623.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6061 | PA      | $5780.68      | 0.00%             | 2027-01-13      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $84.92        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4785399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $77.52        | 0.00%             | 2023-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24508053.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $89.29        | 0.00%             | 2027-11-20      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874208.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3035 | PA      | $3018.58      | 0.00%             | 2026-10-18      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3303 | PA      | $3067.15      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206534.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2686 | PA      | $2658.93      | 0.00%             | 2026-12-08      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         868 | PA      | $842.02       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194618.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5057 | PA      | $4778.25      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204734.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3089 | PA      | $3057.49      | 0.00%             | 2026-12-08      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.64         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1450 | PA      | $281.79       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873137.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1543 | PA      | $1536.98      | 0.00%             | 2027-03-18      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170639161.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6480 | PA      | $6272.54      | 0.00%             | 2025-09-18      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16687847.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18745 | PA      | $19046.00     | 0.00%             | 2027-09-15      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3769 | PA      | $265.63       | 0.00%             | 2027-02-15      | Fixed         | 32.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407022.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4305 | PA      | $4245.04      | 0.00%             | 2027-01-11      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712201.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2041 | PA      | $2013.16      | 0.00%             | 2026-09-14      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3851 | PA      | $3888.73      | 0.00%             | 2025-02-06      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5117214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         559 | PA      | $436.28       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12290 | PA      | $11646.63     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634087.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5109 | PA      | $5052.38      | 0.00%             | 2027-02-15      | Fixed         | 29.37%                | No            |                  3 | On Loan: No      |
| Provident Funding Associates LLP                                                | Provident Funding Associates LLP, Series 2021-J1, Class A3                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     8764161 | PA      | $7788150.14   | 0.26%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201851.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1403 | PA      | $400.01       | 0.00%             | 2024-12-08      | Fixed         | 28.82%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31406XQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11308 | PA      | $11628.97     | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.56        | 0.00%             | 2023-10-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3540 | PA      | $3348.76      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         949 | PA      | $899.86       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2047 | PA      | $1977.09      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         368 | PA      | $370.81       | 0.00%             | 2025-01-21      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.07        | 0.00%             | 2025-01-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.93        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13011 | PA      | $11481.88     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709050.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2525 | PA      | $2510.10      | 0.00%             | 2026-09-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076923.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15662 | PA      | $15522.56     | 0.00%             | 2027-04-19      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $23.07        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4750103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8831 | PA      | $3570.24      | 0.00%             | 2023-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $129.34       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1495 | PA      | $1313.09      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412539.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3762 | PA      | $3705.80      | 0.00%             | 2025-01-11      | Fixed         | 27.71%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC STACR Debt Notes, Series 2015-DNA1, Class M3                                 | CUSIP: 3137G0EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      434695 | PA      | $440484.56    | 0.01%             | 2027-10-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         411 | PA      | $417.93       | 0.00%             | 2025-02-06      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    14300000 | PA      | $-1671817.65  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $125.50       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410096.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         868 | PA      | $62.82        | 0.00%             | 2025-01-11      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $365.90       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1533 | PA      | $1491.10      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991841623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         755 | PA      | $782.31       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1209 | PA      | $1191.12      | 0.00%             | 2026-11-09      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413585.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7055 | PA      | $6984.48      | 0.00%             | 2027-01-11      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991797851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $31.23        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635941.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4925 | PA      | $4883.50      | 0.00%             | 2027-02-15      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874080.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1682 | PA      | $1673.43      | 0.00%             | 2026-10-18      | Fixed         | 26.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8662 | PA      | $8404.62      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607820.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10061 | PA      | $6804.55      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         619 | PA      | $627.81       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1405 | PA      | $1100.46      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202637.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9709 | PA      | $9619.92      | 0.00%             | 2026-12-08      | Fixed         | 27.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005584.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12880 | PA      | $12775.29     | 0.00%             | 2026-11-09      | Fixed         | 8.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1378 | PA      | $1342.84      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667757.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10923 | PA      | $10477.51     | 0.00%             | 2026-11-12      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $85.11        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $263.09       | 0.00%             | 2025-01-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648597.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6666 | PA      | $6445.41      | 0.00%             | 2024-10-27      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645223.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7300 | PA      | $7046.80      | 0.00%             | 2026-10-27      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1667 | PA      | $1624.46      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991609765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $165.23       | 0.00%             | 2024-01-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $204.01       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200350.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5222 | PA      | $1494.49      | 0.00%             | 2026-12-07      | Fixed         | 26.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1660 | PA      | $1481.66      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631651.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5035 | PA      | $4961.09      | 0.00%             | 2025-02-15      | Fixed         | 27.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5042065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $92.09        | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411255.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4280 | PA      | $311.40       | 0.00%             | 2027-01-11      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         271 | PA      | $211.13       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         624 | PA      | $634.07       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874036.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1641 | PA      | $1623.59      | 0.00%             | 2024-10-18      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| ASP Unifrax Holdings, Inc.                                                      | ASP Unifrax Holdings, Inc.                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2573938.02   | 0.09%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $194.84       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10475 | PA      | $9117.01      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $26.48        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1953 | PA      | $1791.17      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009188.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21311 | PA      | $21091.81     | 0.00%             | 2026-11-09      | Fixed         | 10.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12158633.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17952 | PA      | $17675.02     | 0.00%             | 2027-03-02      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2404 | PA      | $2232.35      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991878726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         481 | PA      | $485.48       | 0.00%             | 2025-02-03      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15323 | PA      | $13252.57     | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076223.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9068 | PA      | $9026.81      | 0.00%             | 2026-11-19      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007026.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1556 | PA      | $1543.84      | 0.00%             | 2026-11-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.29        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25610435.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $21.17        | 0.00%             | 2028-01-06      | Fixed         | 21.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21726 | PA      | $20375.30     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205328.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1743 | PA      | $1728.53      | 0.00%             | 2026-12-08      | Fixed         | 24.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991898117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $106.50       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         991 | PA      | $663.72       | 0.00%             | 2025-02-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009663.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3438 | PA      | $3387.39      | 0.00%             | 2024-11-09      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1697 | PA      | $1606.61      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $117.89       | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1484667.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1267 | PA      | $1264.01      | 0.00%             | 2023-11-17      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788546.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2991 | PA      | $2778.09      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $72.66        | 0.00%             | 2025-01-31      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $105.64       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631365.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4936 | PA      | $4862.75      | 0.00%             | 2025-02-15      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637193.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5405 | PA      | $5314.83      | 0.00%             | 2024-10-03      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63770 | PA      | $67544.07     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991599536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         401 | PA      | $413.75       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $114.21       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874152.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9116 | PA      | $642.04       | 0.00%             | 2026-10-18      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $63.64        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $68.94        | 0.00%             | 2025-02-06      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         719 | PA      | $746.84       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         597 | PA      | $622.06       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5237659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         628 | PA      | $613.42       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1829 | PA      | $1781.56      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5504 | PA      | $5217.80      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $34.46        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17207 | PA      | $17038.86     | 0.00%             | 2026-12-08      | Fixed         | 20.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16719236.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16455 | PA      | $16673.35     | 0.00%             | 2026-09-04      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16667764.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8029 | PA      | $8139.38      | 0.00%             | 2024-09-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.28        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991828591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $19.13        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413772.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1545 | PA      | $1516.66      | 0.00%             | 2027-01-11      | Fixed         | 32.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $45.69        | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1046 | PA      | $889.53       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2086 | PA      | $2026.67      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6037 | PA      | $5999.68      | 0.00%             | 2027-02-16      | Fixed         | 27.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874250.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9031 | PA      | $8980.64      | 0.00%             | 2026-10-18      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2816 | PA      | $1681.39      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         378 | PA      | $387.20       | 0.00%             | 2025-01-29      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17319474.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47045 | PA      | $47491.03     | 0.00%             | 2027-08-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413654.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4970 | PA      | $4897.17      | 0.00%             | 2027-01-12      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13052 | PA      | $12389.99     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.25        | 0.00%             | 2025-01-24      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         720 | PA      | $748.96       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2133 | PA      | $953.17       | 0.00%             | 2023-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3426 | PA      | $3289.29      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $136.01       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         627 | PA      | $183.26       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624643.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2309 | PA      | $2237.90      | 0.00%             | 2024-09-22      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $131.82       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $188.06       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15119411.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21407 | PA      | $21764.83     | 0.00%             | 2027-07-28      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         197 | PA      | $205.48       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         269 | PA      | $278.47       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4460 | PA      | $1908.10      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2013-2A, Class BR                                            | CUSIP: 92916WAG4<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     5770000 | PA      | $5428237.11   | 0.18%             | 2031-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1216 | PA      | $1159.48      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5204240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1034 | PA      | $582.40       | 0.00%             | 2023-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12171005.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28651 | PA      | $28363.39     | 0.00%             | 2027-04-08      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8458 | PA      | $8246.56      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         334 | PA      | $327.84       | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200163.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5015 | PA      | $4960.74      | 0.00%             | 2024-12-08      | Fixed         | 8.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1124 | PA      | $979.56       | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6499 | PA      | $6426.27      | 0.00%             | 2026-10-18      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2129 | PA      | $2003.81      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1734 | PA      | $1696.71      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1606 | PA      | $1538.84      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991847495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $3.17         | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7890 | PA      | $7356.49      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $142.75       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2452 | PA      | $2375.89      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5043542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2325 | PA      | $2088.23      | 0.00%             | 2023-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         642 | PA      | $156.22       | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1950 | PA      | $1893.85      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44510 | PA      | $44221.79     | 0.00%             | 2027-02-16      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009505.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2426 | PA      | $692.11       | 0.00%             | 2025-09-09      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $170.79       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $86.53        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $282.42       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413878.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9873 | PA      | $1340.09      | 0.00%             | 2027-01-11      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4876827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2808 | PA      | $2304.67      | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6172956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5119 | PA      | $4897.10      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $205.22       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14435 | PA      | $13485.29     | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class B                | CUSIP: 14314LAJ4<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |      580000 | PA      | $544722.61    | 0.02%             | 2031-05-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408176.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         628 | PA      | $620.64       | 0.00%             | 2025-01-11      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694584.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14122 | PA      | $13614.61     | 0.00%             | 2025-01-13      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173854798.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7242 | PA      | $7119.49      | 0.00%             | 2026-01-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         473 | PA      | $32.59        | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         457 | PA      | $478.65       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5309391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2408 | PA      | $2255.03      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873975.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5261 | PA      | $5211.72      | 0.00%             | 2026-10-18      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205751.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1098 | PA      | $157.42       | 0.00%             | 2026-12-08      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $124.09       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         365 | PA      | $351.81       | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201104.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         726 | PA      | $714.36       | 0.00%             | 2024-12-08      | Fixed         | 26.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991600674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $96.55        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.54        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $70.43        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3187 | PA      | $3127.73      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $17.38        | 0.00%             | 2024-02-07      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $13.09        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991860532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $77.73        | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8180 | PA      | $7601.48      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1972 | PA      | $1499.60      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005316.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         702 | PA      | $693.74       | 0.00%             | 2024-11-09      | Fixed         | 26.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005538.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5037 | PA      | $4959.77      | 0.00%             | 2026-11-09      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $478.88       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2608 | PA      | $2491.68      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         808 | PA      | $819.22       | 0.00%             | 2025-01-26      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197979.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3462 | PA      | $3432.91      | 0.00%             | 2026-12-08      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078839.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         919 | PA      | $139.29       | 0.00%             | 2026-11-19      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         731 | PA      | $639.40       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407168.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1158 | PA      | $80.81        | 0.00%             | 2027-06-11      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         547 | PA      | $557.07       | 0.00%             | 2025-01-28      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5987019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3375 | PA      | $3256.88      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5656 | PA      | $5475.91      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         222 | PA      | $221.44       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5136 | PA      | $5064.09      | 0.00%             | 2027-01-11      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5640 | PA      | $2975.36      | 0.00%             | 2027-01-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2052 | PA      | $1968.31      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      285564 | NS      | $545427.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414313.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8448 | PA      | $8367.72      | 0.00%             | 2027-01-12      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2408 | PA      | $1783.40      | 0.00%             | 2025-01-18      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567052.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $86.15        | 0.00%             | 2025-01-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         967 | PA      | $433.49       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4629254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         741 | PA      | $587.62       | 0.00%             | 2023-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204377.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4122 | PA      | $4087.85      | 0.00%             | 2028-12-08      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13048 | PA      | $3417.00      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4688 | PA      | $4455.59      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078785.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8377 | PA      | $8269.81      | 0.00%             | 2026-11-19      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $10.36        | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12176276.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17064 | PA      | $17019.96     | 0.00%             | 2027-03-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1387 | PA      | $1312.11      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         198 | PA      | $203.05       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615636.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11880 | PA      | $11604.08     | 0.00%             | 2026-08-30      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732982.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.42        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10710 | PA      | $10018.25     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991910043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1367 | PA      | $1367.71      | 0.00%             | 2025-02-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $238.81       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1356 | PA      | $1289.38      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11731 | PA      | $11241.77     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $56.25        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20936 | PA      | $19736.44     | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.40         | 0.00%             | 2028-02-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1275 | PA      | $245.05       | 0.00%             | 2025-02-06      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4723 | PA      | $4621.08      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3969 | PA      | $3702.75      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5572 | PA      | $428.53       | 0.00%             | 2025-01-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991603461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         610 | PA      | $637.39       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4041 | PA      | $3477.71      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689359.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3549 | PA      | $3422.72      | 0.00%             | 2025-01-14      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991571519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $20.35        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2402 | PA      | $2237.80      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6301 | PA      | $6064.87      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $119.80       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         459 | PA      | $480.71       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $183.65       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         514 | PA      | $370.44       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4671121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5058 | PA      | $1341.94      | 0.00%             | 2023-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $25.63        | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.81         | 0.00%             | 2024-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5304 | PA      | $4878.82      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078088.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1373 | PA      | $1361.35      | 0.00%             | 2024-11-19      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14681 | PA      | $14004.46     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $110.42       | 0.00%             | 2024-01-23      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2703 | PA      | $2496.65      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408747.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11206 | PA      | $11071.61     | 0.00%             | 2027-06-11      | Fixed         | 31.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991932864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.59        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12345397.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36803 | PA      | $7896.76      | 0.00%             | 2027-03-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $67.54        | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008435.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6193 | PA      | $6134.94      | 0.00%             | 2026-11-09      | Fixed         | 14.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5754 | PA      | $5548.12      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991536072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         385 | PA      | $382.22       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710731.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2452 | PA      | $2418.75      | 0.00%             | 2026-09-14      | Fixed         | 18.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1836 | PA      | $1283.18      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10850914.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20032 | PA      | $20350.74     | 0.00%             | 2026-11-29      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         489 | PA      | $496.17       | 0.00%             | 2024-01-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1597 | PA      | $103.31       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5572743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         801 | PA      | $779.82       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12141452.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15767 | PA      | $15533.95     | 0.00%             | 2025-03-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644262.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8612 | PA      | $8533.33      | 0.00%             | 2027-02-16      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1284 | PA      | $1230.60      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6473 | PA      | $6242.21      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1521 | PA      | $1379.60      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1707 | PA      | $1655.12      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3525 | PA      | $3433.96      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13500 | PA      | $12806.87     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Vertiv Group Corp.                                                              | Vertiv Group Corp.                                                                 | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7381782.25   | 0.25%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $178.13       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6986 | PA      | $6803.74      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         353 | PA      | $374.03       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $123.62       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         368 | PA      | $380.71       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199007.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5111 | PA      | $5016.48      | 0.00%             | 2026-12-07      | Fixed         | 17.87%                | No            |                  3 | On Loan: No      |
| Sealed Air Corp.                                                                | Sealed Air Corp.                                                                   | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2980755.00   | 0.10%             | 2024-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2405215.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24378 | PA      | $24109.93     | 0.00%             | 2027-01-11      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         193 | PA      | $201.64       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2630978.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1070 | PA      | $-28.09       | -0.00%            | 2027-07-16      | Fixed         | 26.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639217.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11384 | PA      | $11302.71     | 0.00%             | 2027-02-16      | Fixed         | 7.48%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $101.22       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459768.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30562 | PA      | $30462.27     | 0.00%             | 2027-03-11      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10675 | PA      | $9942.73      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689501.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6923 | PA      | $6658.11      | 0.00%             | 2024-12-21      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $38.53        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1752 | PA      | $1357.43      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991551861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.02         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7797 | PA      | $5051.37      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2441 | PA      | $2247.55      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009536.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4927 | PA      | $4876.63      | 0.00%             | 2026-11-09      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5408561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1062 | PA      | $1035.28      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         383 | PA      | $403.16       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991902380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.40        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23867 | PA      | $25038.51     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         230 | PA      | $232.53       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         458 | PA      | $446.70       | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $239.46       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417990.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41405 | PA      | $41089.30     | 0.00%             | 2027-01-12      | Fixed         | 7.34%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $63.49        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5322476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1266 | PA      | $1238.94      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.45         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11948 | PA      | $9758.71      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3243 | PA      | $3130.01      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5704076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $400.08       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641230.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2149 | PA      | $2130.85      | 0.00%             | 2027-02-16      | Fixed         | 30.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.33         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991851940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.14         | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4328 | PA      | $4151.00      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $6.79         | 0.00%             | 2024-01-20      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $151.11       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09994260.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26804 | PA      | $27268.49     | 0.00%             | 2026-09-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $154.10       | 0.00%             | 2024-01-29      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6300 | PA      | $6360.06      | 0.00%             | 2025-02-06      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1677269.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5356 | PA      | $5206.42      | 0.00%             | 2026-12-22      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         414 | PA      | $391.37       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         708 | PA      | $713.16       | 0.00%             | 2025-01-24      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665864.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6943 | PA      | $6674.61      | 0.00%             | 2026-11-09      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004642.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9199 | PA      | $4826.31      | 0.00%             | 2027-04-09      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11285 | PA      | $10393.39     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1947 | PA      | $1728.89      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $14.95        | 0.00%             | 2024-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         277 | PA      | $288.41       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5415410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7447 | PA      | $7240.04      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     8855000 | PA      | $-457576.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $116.04       | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5322171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1116 | PA      | $967.84       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5668136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10776 | PA      | $9259.31      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $40.33        | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411571.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6560 | PA      | $6489.54      | 0.00%             | 2027-01-11      | Fixed         | 11.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417049.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4749 | PA      | $4717.39      | 0.00%             | 2027-01-12      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $9.86         | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $92.26        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1423 | PA      | $1350.89      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1140 | PA      | $1107.94      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $120.43       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10019 | PA      | $8750.66      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9711 | PA      | $9246.74      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5263 | PA      | $5206.95      | 0.00%             | 2026-12-07      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2272 | PA      | $2161.96      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410113.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2989 | PA      | $2963.36      | 0.00%             | 2027-06-11      | Fixed         | 29.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4328 | PA      | $4010.33      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20266 | PA      | $19273.16     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       60847 | PA      | $56737.47     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15944 | PA      | $15786.32     | 0.00%             | 2026-09-14      | Fixed         | 13.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2394 | PA      | $2255.70      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25684301.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8291 | PA      | $8578.59      | 0.00%             | 2025-01-06      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991565868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         436 | PA      | $458.94       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5998 | PA      | $5791.52      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5410 | PA      | $5278.47      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196542.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6182 | PA      | $6110.73      | 0.00%             | 2027-05-07      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873657.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7251 | PA      | $217.92       | 0.00%             | 2026-10-18      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873350.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9671 | PA      | $9537.11      | 0.00%             | 2026-10-18      | Fixed         | 19.42%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8700000 | PA      | $8479101.61   | 0.29%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009319.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1429 | PA      | $1409.91      | 0.00%             | 2026-11-09      | Fixed         | 18.37%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4483491.05   | 0.15%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2166 | PA      | $1694.34      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2163 | PA      | $-19.36       | -0.00%            | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6091 | PA      | $2932.98      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $15.32        | 0.00%             | 2025-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2699 | PA      | $2515.73      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12239 | PA      | $10266.05     | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4081 | PA      | $3962.11      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9230 | PA      | $8795.02      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.88         | 0.00%             | 2028-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1906 | PA      | $1846.50      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $176.84       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $14.58        | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635737.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2599 | PA      | $2443.88      | 0.00%             | 2025-02-15      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6736 | PA      | $6291.79      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         862 | PA      | $878.22       | 0.00%             | 2025-02-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2692 | PA      | $2675.71      | 0.00%             | 2026-09-14      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17910 | PA      | $12397.89     | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5503514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $43.50        | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.40        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873576.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8563 | PA      | $8045.31      | 0.00%             | 2026-10-18      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $92.34        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170457540.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1254 | PA      | $1235.15      | 0.00%             | 2023-09-16      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7361 | PA      | $6611.06      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2099 | PA      | $2030.44      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $102.13       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                | Sunoco LP / Sunoco Finance Corp.                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10872900.00  | 0.37%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $162.71       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688987.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6349 | PA      | $6121.11      | 0.00%             | 2025-01-13      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4404 | PA      | $1717.68      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5238462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         671 | PA      | $627.31       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8700 | PA      | $8153.58      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3411 | PA      | $2844.93      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1756 | PA      | $1702.85      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13145 | PA      | $12583.59     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         430 | PA      | $431.35       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.28         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         487 | PA      | $505.84       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5148 | PA      | $5027.69      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200739.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2292 | PA      | $2259.42      | 0.00%             | 2026-12-08      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5815722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7408 | PA      | $5676.65      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $386.08       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $127.89       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27332 | PA      | $22109.32     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $118.91       | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006359.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1750 | PA      | $1734.77      | 0.00%             | 2026-11-09      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409120.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3747 | PA      | $3690.87      | 0.00%             | 2025-01-11      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918737.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         501 | PA      | $468.55       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12116526.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12835 | PA      | $12777.93     | 0.00%             | 2027-01-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991893126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $33.49        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         942 | PA      | $975.62       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $41.88        | 0.00%             | 2024-01-20      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.71        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1868602.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2896 | PA      | $2855.01      | 0.00%             | 2026-10-18      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19245 | PA      | $18787.90     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $172.49       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1777 | PA      | $507.02       | 0.00%             | 2026-11-09      | Fixed         | 22.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4924642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         394 | PA      | $203.11       | 0.00%             | 2023-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3233 | PA      | $3157.52      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5787643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41247 | PA      | $39244.85     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1289 | PA      | $1235.68      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15174 | PA      | $11684.13     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         591 | PA      | $595.68       | 0.00%             | 2025-01-24      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7631 | PA      | $7362.03      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1001 | PA      | $1014.66      | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199726.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5115 | PA      | $5037.05      | 0.00%             | 2026-12-07      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12226 | PA      | $12087.30     | 0.00%             | 2026-10-18      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $23.50        | 0.00%             | 2025-01-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205692.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13610 | PA      | $13500.47     | 0.00%             | 2026-12-08      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079109.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5319 | PA      | $5281.29      | 0.00%             | 2027-04-19      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199586.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         965 | PA      | $954.47       | 0.00%             | 2026-12-07      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5332017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3457 | PA      | $1866.93      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $93.62        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         603 | PA      | $616.23       | 0.00%             | 2025-01-24      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6311146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39341 | PA      | $36757.97     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078855.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4426 | PA      | $1288.99      | 0.00%             | 2026-11-19      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3254 | PA      | $3176.16      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3836 | PA      | $3731.25      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.73         | 0.00%             | 2027-12-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874215.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15466 | PA      | $14686.47     | 0.00%             | 2026-10-18      | Fixed         | 30.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12944 | PA      | $12410.54     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         829 | PA      | $804.92       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3863 | PA      | $3682.13      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1353 | PA      | $370.17       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1683121.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17379 | PA      | $16721.86     | 0.00%             | 2024-12-22      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1977043.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4399 | PA      | $4356.36      | 0.00%             | 2026-11-09      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172752552.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8124 | PA      | $7876.91      | 0.00%             | 2025-12-10      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3609 | PA      | $3403.66      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $113.37       | 0.00%             | 2025-02-07      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         756 | PA      | $540.90       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1120 | PA      | $1094.54      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417123.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15192 | PA      | $-156.00      | -0.00%            | 2027-01-12      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2189118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2458 | PA      | $2411.47      | 0.00%             | 2026-12-07      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $40.81        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $109.67       | 0.00%             | 2024-02-04      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11731565.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43772 | PA      | $43873.86     | 0.00%             | 2027-02-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $57.72        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009639.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12346 | PA      | $12221.45     | 0.00%             | 2026-11-09      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991609085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $12.43        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4642502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1587 | PA      | $475.69       | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202534.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12558 | PA      | $12426.44     | 0.00%             | 2026-12-08      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6066 | PA      | $5813.81      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1966479.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9866 | PA      | $9275.80      | 0.00%             | 2026-11-19      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         421 | PA      | $-13.17       | -0.00%            | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6929 | PA      | $6766.56      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198232.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         937 | PA      | $65.52        | 0.00%             | 2026-12-07      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411840.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24908 | PA      | $24652.30     | 0.00%             | 2027-01-11      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5870201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       52739 | PA      | $51029.48     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5829709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13624 | PA      | $13192.36     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5759071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3415 | PA      | $3296.54      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $41.81        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414426.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1029 | PA      | $1018.02      | 0.00%             | 2025-01-12      | Fixed         | 5.80%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3340 | PA      | $3211.38      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $115.91       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $11.01        | 0.00%             | 2024-01-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $117.90       | 0.00%             | 2025-01-25      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3078 | PA      | $2929.95      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708735.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3109 | PA      | $3090.45      | 0.00%             | 2024-09-14      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $58.74        | 0.00%             | 2024-02-07      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6834 | PA      | $6373.82      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6602 | PA      | $6526.38      | 0.00%             | 2026-12-07      | Fixed         | 10.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3957 | PA      | $3742.51      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         945 | PA      | $889.75       | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $96.68        | 0.00%             | 2024-02-07      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991647854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $123.91       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991901004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $5.34         | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         751 | PA      | $777.63       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414022.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35157 | PA      | $34871.31     | 0.00%             | 2027-01-12      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7668 | PA      | $3103.64      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9494 | PA      | $9120.57      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         747 | PA      | $772.89       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2005 | PA      | $1942.70      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         322 | PA      | $42.69        | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6252 | PA      | $5908.90      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080054.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2205 | PA      | $328.00       | 0.00%             | 2024-11-19      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128P7NU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22833 | PA      | $23407.86     | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $65.48        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412377.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5529 | PA      | $5473.76      | 0.00%             | 2027-01-11      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $208.06       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.23        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199633.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6955 | PA      | $6880.78      | 0.00%             | 2026-12-07      | Fixed         | 20.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $108.43       | 0.00%             | 2025-01-30      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638196.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15655 | PA      | $15573.96     | 0.00%             | 2027-02-16      | Fixed         | 7.54%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796624.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $45.82        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         484 | PA      | $476.00       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873798.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3220 | PA      | $3189.08      | 0.00%             | 2026-10-18      | Fixed         | 12.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.61        | 0.00%             | 2024-01-25      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Motion Bondco DAC                                                               | Motion Bondco DAC                                                                  | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     2000000 | PA      | $1812991.54   | 0.06%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $10.47        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6297784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5535 | PA      | $5174.61      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631820.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8521 | PA      | $1257.38      | 0.00%             | 2027-07-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $122.68       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3192 | PA      | $3041.77      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13443 | PA      | $13034.51     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009362.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4125 | PA      | $4083.95      | 0.00%             | 2026-11-09      | Fixed         | 14.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1328 | PA      | $1390.86      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628921.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12642 | PA      | $12239.26     | 0.00%             | 2024-10-31      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199479.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13279 | PA      | $13157.79     | 0.00%             | 2026-12-08      | Fixed         | 28.66%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646303.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9790 | PA      | $9483.80      | 0.00%             | 2024-10-28      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $89.70        | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5906858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9087 | PA      | $8649.73      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644973.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7801 | PA      | $7752.10      | 0.00%             | 2027-02-17      | Fixed         | 28.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2207000.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17276 | PA      | $16980.49     | 0.00%             | 2026-12-08      | Fixed         | 21.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4079 | PA      | $3885.95      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2754 | PA      | $2583.90      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2747 | PA      | $882.81       | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5329649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1665 | PA      | $876.35       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1393 | PA      | $1311.13      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10157 | PA      | $9536.41      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202471.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10382 | PA      | $743.70       | 0.00%             | 2024-12-08      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1039 | PA      | $956.40       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9831 | PA      | $9629.24      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414041.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2965 | PA      | $2924.67      | 0.00%             | 2025-01-12      | Fixed         | 23.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $132.54       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $-5.02        | -0.00%            | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203340.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4304 | PA      | $4268.50      | 0.00%             | 2026-12-08      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10104 | PA      | $9615.72      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1701584.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1499 | PA      | $1486.69      | 0.00%             | 2024-09-14      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991838148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         494 | PA      | $496.85       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4250 | PA      | $3178.65      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201941.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3540 | PA      | $950.37       | 0.00%             | 2026-12-08      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991887195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $12.40        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1970 | PA      | $1843.38      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4035 | PA      | $3920.62      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415190.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4331 | PA      | $4264.50      | 0.00%             | 2027-01-12      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170930834.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6980 | PA      | $6783.29      | 0.00%             | 2023-10-06      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9612 | PA      | $8996.77      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631893.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3236 | PA      | $3206.02      | 0.00%             | 2027-02-15      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076228.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3042 | PA      | $3027.73      | 0.00%             | 2026-11-19      | Fixed         | 26.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725784.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $173.12       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991857024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $175.98       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12168034.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13925 | PA      | $13899.71     | 0.00%             | 2027-03-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078856.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1827 | PA      | $-10.86       | -0.00%            | 2026-11-19      | Fixed         | 30.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723500.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $80.58        | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         931 | PA      | $885.39       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202975.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3202 | PA      | $3166.77      | 0.00%             | 2027-10-08      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.52        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         266 | PA      | $271.08       | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716805.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         365 | PA      | $368.92       | 0.00%             | 2025-02-08      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         960 | PA      | $939.46       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006518.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2766 | PA      | $2737.71      | 0.00%             | 2026-11-09      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24468287.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20230 | PA      | $2937.79      | 0.00%             | 2024-11-26      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         812 | PA      | $400.43       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         478 | PA      | $500.87       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                           | Indonesia Asahan Aluminium Persero PT                                              | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |     6900000 | PA      | $6876261.45   | 0.23%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12150738.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38158 | PA      | $38598.82     | 0.00%             | 2027-03-08      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412449.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21640 | PA      | $21285.55     | 0.00%             | 2025-01-11      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708965.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         982 | PA      | $971.89       | 0.00%             | 2024-09-14      | Fixed         | 6.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4857 | PA      | $4656.88      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708209.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5037 | PA      | $4981.92      | 0.00%             | 2026-09-14      | Fixed         | 31.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7962 | PA      | $7851.41      | 0.00%             | 2026-11-09      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645763.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1441 | PA      | $101.83       | 0.00%             | 2027-02-17      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1384 | PA      | $1114.25      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $2.79         | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173841383.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21779 | PA      | $21503.22     | 0.00%             | 2026-01-25      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17924 | PA      | $17774.57     | 0.00%             | 2027-02-15      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635762.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4543 | PA      | $620.96       | 0.00%             | 2024-09-23      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $211.76       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $50.26        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636525.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12856 | PA      | $12726.19     | 0.00%             | 2027-12-15      | Fixed         | 16.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1802 | PA      | $1746.65      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $377.01       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         359 | PA      | $369.96       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $209.88       | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24216 | PA      | $17134.24     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415034.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4816 | PA      | $4779.67      | 0.00%             | 2027-01-12      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $33.22        | 0.00%             | 2025-02-04      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203497.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5025 | PA      | $4972.71      | 0.00%             | 2026-12-08      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $3.05         | 0.00%             | 2027-12-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007505.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2178 | PA      | $2164.19      | 0.00%             | 2024-11-09      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2637 | PA      | $2478.81      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641067.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6277 | PA      | $6236.05      | 0.00%             | 2027-02-16      | Fixed         | 27.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $90.67        | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $96.80        | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $157.52       | 0.00%             | 2025-01-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202542.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3946 | PA      | $3910.17      | 0.00%             | 2026-12-08      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40530 | PA      | $38589.27     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5817 | PA      | $5742.10      | 0.00%             | 2026-11-09      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201522.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16565 | PA      | $16387.48     | 0.00%             | 2026-12-08      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $45.47        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         721 | PA      | $704.85       | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008393.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9610 | PA      | $1391.87      | 0.00%             | 2026-11-09      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36871 | PA      | $30721.88     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $116.86       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5456428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27349 | PA      | $20250.42     | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3446 | PA      | $3308.42      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $31.44        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3929 | PA      | $3800.93      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635718.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2380 | PA      | $2243.41      | 0.00%             | 2029-02-15      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203172.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8414 | PA      | $8327.17      | 0.00%             | 2026-12-08      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2049 | PA      | $1991.32      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2651 | PA      | $2574.33      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $53.29        | 0.00%             | 2025-01-23      | 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-S3, Class PT | CUSIP: 21055RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      378870 | PA      | $354042.07    | 0.01%             | 2044-06-15      | Variable      | 11.19%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         944 | PA      | $746.12       | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4995 | PA      | $5201.37      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418046.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3390 | PA      | $3358.35      | 0.00%             | 2027-01-12      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $257.17       | 0.00%             | 2024-02-03      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991673090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.16        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $277.84       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2891 | PA      | $2699.10      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655114.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9818 | PA      | $9445.18      | 0.00%             | 2026-11-12      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $27.33        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $82.44        | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6244 | PA      | $5828.08      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206461.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3257 | PA      | $236.59       | 0.00%             | 2026-12-08      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873087.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1325 | PA      | $1316.38      | 0.00%             | 2024-10-18      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078079.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4292 | PA      | $4238.50      | 0.00%             | 2026-11-19      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991919187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         206 | PA      | $210.24       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991862382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $114.37       | 0.00%             | 2025-02-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $68.45        | 0.00%             | 2024-01-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12435676.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35729 | PA      | $35685.81     | 0.00%             | 2027-03-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2949 | PA      | $1704.67      | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1902 | PA      | $1828.38      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $20.35        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1602347.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1621 | PA      | $1562.51      | 0.00%             | 2026-08-10      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $13.71        | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5906991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2733 | PA      | $2561.19      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412890.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8725 | PA      | $8647.07      | 0.00%             | 2027-01-11      | Fixed         | 20.68%                | No            |                  3 | On Loan: No      |
| Iliad Holding SASU                                                              | Iliad Holding SASU                                                                 | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     5400000 | PA      | $5078619.00   | 0.17%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3776 | PA      | $3588.04      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272266.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9444 | PA      | $8867.49      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645135.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1950 | PA      | $1938.38      | 0.00%             | 2027-02-17      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9208 | PA      | $7056.96      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4030 | PA      | $1370.86      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $51.45        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18515 | PA      | $17356.19     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5533995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4961 | PA      | $4556.86      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2136 | PA      | $1991.84      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694096.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3880 | PA      | $3922.94      | 0.00%             | 2024-01-30      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $573.48       | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415990.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25128 | PA      | $24873.97     | 0.00%             | 2027-01-12      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13360 | PA      | $10261.74     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $67.46        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1763 | PA      | $1710.19      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710250.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6230 | PA      | $6166.77      | 0.00%             | 2026-09-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415024.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7572 | PA      | $7516.59      | 0.00%             | 2027-01-12      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $36.57        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5753190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4756 | PA      | $4620.65      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1553 | PA      | $499.74       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633029.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1275 | PA      | $1265.56      | 0.00%             | 2027-02-15      | Fixed         | 9.57%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         780 | PA      | $654.64       | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2381 | PA      | $2279.05      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198086.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8727 | PA      | $4580.16      | 0.00%             | 2027-05-07      | Fixed         | 13.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196150.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10391 | PA      | $10275.26     | 0.00%             | 2026-12-07      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4442 | PA      | $4212.96      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702161.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3459 | PA      | $3294.79      | 0.00%             | 2027-01-14      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414957.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8818 | PA      | $8741.98      | 0.00%             | 2025-01-12      | Fixed         | 23.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1862 | PA      | $1811.54      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         414 | PA      | $429.30       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873212.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10124 | PA      | $10050.73     | 0.00%             | 2024-10-18      | Fixed         | 11.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297910.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5502 | PA      | $5189.21      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1497 | PA      | $1389.50      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4112 | PA      | $2870.80      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         173 | PA      | $171.14       | 0.00%             | 2025-02-05      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206114.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1704 | PA      | $1679.54      | 0.00%             | 2026-12-08      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2099 | PA      | $494.66       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4613 | PA      | $4485.47      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         418 | PA      | $404.71       | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         921 | PA      | $942.58       | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $0.00         | 0.00%             | 2025-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4040 | PA      | $3759.89      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $24.84        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $101.54       | 0.00%             | 2024-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         426 | PA      | $403.15       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $178.08       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $192.00       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1862 | PA      | $1808.53      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5942 | PA      | $5887.02      | 0.00%             | 2027-01-12      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12176496.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19699 | PA      | $11278.31     | 0.00%             | 2027-03-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1915 | PA      | $1870.06      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2097 | PA      | $1687.32      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $74.30        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         336 | PA      | $328.83       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8091 | PA      | $7736.54      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991914850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $16.00        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $14.12        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410949.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1118 | PA      | $1100.86      | 0.00%             | 2025-01-11      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DQ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6122 | PA      | $6427.97      | 0.00%             | 2031-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12137436.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25658 | PA      | $25781.09     | 0.00%             | 2027-01-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5159 | PA      | $3743.37      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3749 | PA      | $2101.43      | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $143.00       | 0.00%             | 2025-02-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2438 | PA      | $2365.93      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4729 | PA      | $4579.71      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1711 | PA      | $1564.73      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5764 | PA      | $5538.05      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26035 | PA      | $24732.33     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4440 | PA      | $4135.90      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prestige Brands, Inc.                                                           | Prestige Brands, Inc.                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3146739.00   | 0.11%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991884966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         240 | PA      | $244.20       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008551.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18303 | PA      | $18179.47     | 0.00%             | 2026-11-09      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         999 | PA      | $858.63       | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.02         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874047.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         857 | PA      | $852.00       | 0.00%             | 2026-10-18      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $41.45        | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2103 | PA      | $405.23       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872896.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13823 | PA      | $2107.43      | 0.00%             | 2026-10-18      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         589 | PA      | $388.99       | 0.00%             | 2025-02-01      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991914240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $357.14       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991845179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $125.48       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1868 | PA      | $1802.43      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         291 | PA      | $25.15        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37700000 | PA      | $36937550.68  | 1.26%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $273.83       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12031531.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12986 | PA      | $12677.24     | 0.00%             | 2025-03-08      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1373 | PA      | $1339.89      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         446 | PA      | $57.42        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624628.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19815 | PA      | $19108.88     | 0.00%             | 2026-09-22      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $83.11        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15589 | PA      | $14832.22     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $-12.52       | -0.00%            | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411979.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         974 | PA      | $965.33       | 0.00%             | 2027-01-11      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674110.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29515 | PA      | $28136.96     | 0.00%             | 2026-12-22      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641233.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15524 | PA      | $15392.25     | 0.00%             | 2027-07-16      | Fixed         | 22.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $49.80        | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4976561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2306 | PA      | $389.28       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $59.83        | 0.00%             | 2025-01-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710755.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3130 | PA      | $3110.94      | 0.00%             | 2024-09-14      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $274.18       | 0.00%             | 2025-01-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.90        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4607515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2524 | PA      | $638.07       | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052051.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1423 | PA      | $1353.61      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1622321.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2456 | PA      | $2367.90      | 0.00%             | 2026-09-17      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3925 | PA      | $3733.92      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $28.16        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2542 | PA      | $2070.79      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         494 | PA      | $515.90       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5674942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2428 | PA      | $2263.25      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419389.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1827 | PA      | $1811.17      | 0.00%             | 2027-01-12      | Fixed         | 9.58%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         304 | PA      | $302.67       | 0.00%             | 2024-02-07      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5505 | PA      | $5362.87      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12967 | PA      | $12006.74     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $103.98       | 0.00%             | 2025-01-21      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       56000 | PA      | $24968.72     | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3455 | PA      | $3180.49      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $158.15       | 0.00%             | 2025-01-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5699871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9597 | PA      | $9314.63      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008387.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3507 | PA      | $497.59       | 0.00%             | 2024-11-09      | Fixed         | 17.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.05         | 0.00%             | 2028-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.61         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4343 | PA      | $4140.35      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17464221.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12837 | PA      | $12923.28     | 0.00%             | 2026-09-15      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773499.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12553 | PA      | $11812.07     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17433587.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7973 | PA      | $8074.80      | 0.00%             | 2024-08-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1730 | PA      | $1649.98      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1157 | PA      | $1210.02      | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1533 | PA      | $1411.19      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16180 | PA      | $15377.02     | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12029572.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16426 | PA      | $16529.31     | 0.00%             | 2027-02-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873077.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2560 | PA      | $2545.78      | 0.00%             | 2026-10-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1328 | PA      | $1273.42      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         319 | PA      | $306.61       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195267.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6564 | PA      | $6503.81      | 0.00%             | 2026-12-08      | Fixed         | 29.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419563.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25544 | PA      | $25308.86     | 0.00%             | 2027-01-12      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991560367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         436 | PA      | $452.57       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414413.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12326 | PA      | $12378.37     | 0.00%             | 2025-03-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         201 | PA      | $205.86       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         246 | PA      | $251.96       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5110 | PA      | $3178.72      | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $30.58        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12336 | PA      | $11629.84     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8385 | PA      | $8114.28      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872975.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2712 | PA      | $2698.51      | 0.00%             | 2026-10-18      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170309569.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1640 | PA      | $1608.14      | 0.00%             | 2023-09-17      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         602 | PA      | $590.34       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         679 | PA      | $704.04       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6591 | PA      | $6225.79      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708871.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7385 | PA      | $7078.49      | 0.00%             | 2025-02-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2638 | PA      | $2188.79      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7677 | PA      | $5673.89      | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $14.02        | 0.00%             | 2025-01-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18411 | PA      | $17616.22     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         545 | PA      | $507.14       | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417119.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8692 | PA      | $8619.64      | 0.00%             | 2027-06-12      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991901626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $135.72       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12436440.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4704 | PA      | $4741.60      | 0.00%             | 2024-02-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $79.93        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4941481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         508 | PA      | $363.14       | 0.00%             | 2023-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631928.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6659 | PA      | $6602.40      | 0.00%             | 2027-02-15      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1199 | PA      | $1171.12      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12090452.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17125 | PA      | $17176.71     | 0.00%             | 2027-01-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $46.55        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         923 | PA      | $921.21       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25721348.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15089 | PA      | $13125.94     | 0.00%             | 2025-01-06      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702137.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5581 | PA      | $5316.68      | 0.00%             | 2027-01-14      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10031 | PA      | $9417.56      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11547 | PA      | $10978.71     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $83.81        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412374.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10453 | PA      | $10345.82     | 0.00%             | 2027-01-11      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7578 | PA      | $1979.20      | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5243381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1179 | PA      | $1065.54      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009234.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12394 | PA      | $12276.64     | 0.00%             | 2026-11-09      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13476 | PA      | $13332.63     | 0.00%             | 2024-12-08      | Fixed         | 10.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $48.96        | 0.00%             | 2025-01-22      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $99.60        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199073.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1778 | PA      | $1756.33      | 0.00%             | 2024-12-07      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $159.69       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2945 | PA      | $2893.66      | 0.00%             | 2027-01-11      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         241 | PA      | $245.71       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         780 | PA      | $811.18       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         275 | PA      | $268.62       | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414553.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17413 | PA      | $17252.29     | 0.00%             | 2027-01-12      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414757.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9314 | PA      | $9223.09      | 0.00%             | 2027-01-12      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3954 | PA      | $3913.76      | 0.00%             | 2026-11-09      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         234 | PA      | $233.53       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1563 | PA      | $897.68       | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680806.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2897 | PA      | $484.07       | 0.00%             | 2025-01-08      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $154.92       | 0.00%             | 2024-01-22      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         292 | PA      | $306.53       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5957742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23727 | PA      | $21606.35     | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637102.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9999 | PA      | $2928.99      | 0.00%             | 2027-02-16      | Fixed         | 30.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6298559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2217 | PA      | $2079.31      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197670.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3333 | PA      | $3296.10      | 0.00%             | 2026-12-07      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674095.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18936 | PA      | $18240.80     | 0.00%             | 2026-12-16      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         303 | PA      | $307.47       | 0.00%             | 2025-02-06      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645235.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5342 | PA      | $0.00         | 0.00%             | 2026-10-27      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991872197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         167 | PA      | $11.59        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201344.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5343 | PA      | $5289.40      | 0.00%             | 2026-12-08      | Fixed         | 13.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $52.68        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873253.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4568 | PA      | $326.43       | 0.00%             | 2026-10-18      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991574790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         879 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009034.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5835 | PA      | $5789.15      | 0.00%             | 2026-11-09      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203151.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2978 | PA      | $2927.49      | 0.00%             | 2024-12-08      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $125.56       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-179972.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         389 | PA      | $398.59       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008799.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1081 | PA      | $311.58       | 0.00%             | 2026-11-09      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6805 | PA      | $6461.34      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593482.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $14.24        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $90.14        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         815 | PA      | $810.59       | 0.00%             | 2026-10-18      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $24.25        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1706328.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2792 | PA      | $2068.25      | 0.00%             | 2025-12-21      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413230.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5230 | PA      | $747.24       | 0.00%             | 2025-01-11      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1599 | PA      | $1182.99      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5942948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5997 | PA      | $5635.42      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         944 | PA      | $925.39       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2115 | PA      | $2108.12      | 0.00%             | 2024-10-18      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8956 | PA      | $8738.06      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643718.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1255 | PA      | $1246.99      | 0.00%             | 2027-02-16      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $7.54         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5768 | PA      | $5604.59      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798754.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20690 | PA      | $20909.44     | 0.00%             | 2025-01-22      | Fixed         | 6.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8162 | PA      | $7644.86      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         288 | PA      | $302.85       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196685.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5607 | PA      | $804.01       | 0.00%             | 2026-12-07      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5171787.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $190.20       | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2381 | PA      | $2252.27      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289499.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15814 | PA      | $14685.56     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         654 | PA      | $670.46       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412775.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20551 | PA      | $20329.92     | 0.00%             | 2027-01-11      | Fixed         | 9.82%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $279.53       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999796.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3837 | PA      | $3775.21      | 0.00%             | 2026-11-09      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         913 | PA      | $951.98       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         325 | PA      | $336.06       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202084.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1327 | PA      | $1314.72      | 0.00%             | 2026-12-08      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201210.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1666 | PA      | $1647.93      | 0.00%             | 2026-12-08      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         637 | PA      | $338.73       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1510 | PA      | $832.90       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5882 | PA      | $5426.28      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         693 | PA      | $684.85       | 0.00%             | 2025-01-11      | Fixed         | 20.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3322 | PA      | $3255.89      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639247.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6673 | PA      | $6565.87      | 0.00%             | 2025-07-16      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         404 | PA      | $404.04       | 0.00%             | 2025-02-04      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $160.81       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Altice France Holding SA                                                        | Altice France Holding SA                                                           | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     9100000 | PA      | $6150975.56   | 0.21%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         555 | PA      | $553.15       | 0.00%             | 2024-01-23      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11687753.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17735 | PA      | $17995.21     | 0.00%             | 2026-01-25      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6030234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3070 | PA      | $2981.64      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5652538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6269 | PA      | $6099.75      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197539.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5572 | PA      | $-78.06       | -0.00%            | 2026-12-08      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3233 | PA      | $2827.49      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1339 | PA      | $1233.69      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $211.74       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676435.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9056 | PA      | $8695.92      | 0.00%             | 2024-12-31      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5111024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3800 | PA      | $1042.21      | 0.00%             | 2023-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         803 | PA      | $787.17       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $46.78        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991861030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.57         | 0.00%             | 2025-02-03      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $13.28        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10007777.40  | 0.34%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8506 | PA      | $7971.67      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $151.17       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $2.44         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656681.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1394 | PA      | $1358.65      | 0.00%             | 2024-10-29      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650016.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13163 | PA      | $12710.97     | 0.00%             | 2024-10-29      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2780 | PA      | $1853.31      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4392 | PA      | $2467.15      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15030908.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16615 | PA      | $1690.82      | 0.00%             | 2027-06-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1195 | PA      | $904.84       | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $2.00         | 0.00%             | 2024-01-24      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| FedEx Corp.                                                                     | FedEx Corp.                                                                        | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $985684.37    | 0.03%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         311 | PA      | $326.29       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         279 | PA      | $19.40        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402757.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5775 | PA      | $5743.09      | 0.00%             | 2027-01-12      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1869314.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4261 | PA      | $81.29        | 0.00%             | 2025-03-18      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5008 | PA      | $4924.11      | 0.00%             | 2024-12-08      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6842 | PA      | $6605.33      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23779 | PA      | $20949.81     | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5650606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2574 | PA      | $2405.03      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $315.79       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3825 | PA      | $3064.24      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $59.38        | 0.00%             | 2025-01-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1185 | PA      | $1150.53      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         243 | PA      | $65.11        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3841 | PA      | $3411.80      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.01         | 0.00%             | 2025-01-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $67.16        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         884 | PA      | $857.86       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5384 | PA      | $5221.31      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1071 | PA      | $981.86       | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642662.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4917 | PA      | $4882.36      | 0.00%             | 2027-02-16      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1022 | PA      | $731.71       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2724 | PA      | $2634.59      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410259.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8275 | PA      | $8175.73      | 0.00%             | 2027-01-11      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414632.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         966 | PA      | $-53.74       | -0.00%            | 2027-06-12      | Fixed         | 24.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49583 | PA      | $46308.80     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411595.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4545 | PA      | $650.61       | 0.00%             | 2027-01-11      | Fixed         | 21.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $68.65        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $172.61       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.11        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $131.78       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411740.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1418 | PA      | $1407.84      | 0.00%             | 2027-01-12      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14577 | PA      | $12669.92     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $13.99        | 0.00%             | 2025-01-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6223 | PA      | $5917.22      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         240 | PA      | $252.10       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1370 | PA      | $1079.05      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991609655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $242.91       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3608 | PA      | $3347.66      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2124 | PA      | $1985.63      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412229.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3848 | PA      | $-66.81       | -0.00%            | 2027-01-11      | Fixed         | 28.91%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31371NTK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21090 | PA      | $21261.05     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689347.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6940 | PA      | $6621.35      | 0.00%             | 2027-01-14      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198541.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21362 | PA      | $20967.52     | 0.00%             | 2026-12-07      | Fixed         | 18.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $108.84       | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12345892.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13872 | PA      | $14076.76     | 0.00%             | 2027-03-22      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         393 | PA      | $-18.40       | -0.00%            | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Oriflame Investment Holding plc                                                 | Oriflame Investment Holding plc                                                    | CUSIP: 68621CAA7<br>LEI: 549300LGP4VBCHWQTD80 | Long             | DBT              | CORP              | JE        |     9600000 | PA      | $6086400.00   | 0.21%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $16.37        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         380 | PA      | $324.33       | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $235.49       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         451 | PA      | $467.63       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610892.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13248 | PA      | $13030.15     | 0.00%             | 2027-02-15      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $158.21       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709507.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6902 | PA      | $6579.96      | 0.00%             | 2027-02-16      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657236.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         269 | PA      | $23.28        | 0.00%             | 2024-10-29      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51713 | PA      | $48011.95     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991797405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $120.10       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2254 | PA      | $2125.53      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4178 | PA      | $3983.71      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5016072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5514 | PA      | $2306.18      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2325 | PA      | $2234.99      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1589 | PA      | $1544.38      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991919432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $2.40         | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4843200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3030 | PA      | $2380.38      | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $26.50        | 0.00%             | 2025-02-01      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196119.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4505 | PA      | $649.29       | 0.00%             | 2026-12-07      | Fixed         | 22.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         936 | PA      | $64.31        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2302 | PA      | $2320.00      | 0.00%             | 2025-01-31      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5552367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11598 | PA      | $9868.45      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $14.45        | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634760.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5302 | PA      | $5257.49      | 0.00%             | 2027-02-15      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414458.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24690 | PA      | $24549.61     | 0.00%             | 2027-01-12      | Fixed         | 5.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         298 | PA      | $285.64       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6155 | PA      | $5897.66      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1795 | PA      | $1744.17      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         658 | PA      | $655.65       | 0.00%             | 2025-01-26      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         389 | PA      | $323.07       | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $110.62       | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5374193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1823 | PA      | $1769.82      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12032991.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20484 | PA      | $20704.30     | 0.00%             | 2027-03-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3334291.19   | 0.11%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16258 | PA      | $14605.51     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1892 | PA      | $1817.54      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         703 | PA      | $731.15       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991858849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $21.60        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407955.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7657 | PA      | $7591.05      | 0.00%             | 2027-06-11      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11733566.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18357 | PA      | $18333.01     | 0.00%             | 2026-12-20      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1513 | PA      | $1409.59      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4967 | PA      | $4732.75      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1524 | PA      | $1480.75      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2696 | PA      | $2213.28      | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         543 | PA      | $560.38       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991860322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $151.62       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12089965.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29193 | PA      | $29610.43     | 0.00%             | 2027-01-25      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27030 | PA      | $25916.58     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $68.79        | 0.00%             | 2024-02-04      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.34        | 0.00%             | 2025-01-27      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4928 | PA      | $4863.62      | 0.00%             | 2026-10-18      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $101.08       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17245315.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9930 | PA      | $9929.68      | 0.00%             | 2027-08-09      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         201 | PA      | $208.11       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5947 | PA      | $5657.70      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                   | Gartner, Inc.                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1979098.00   | 0.07%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205529.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6142 | PA      | $6084.57      | 0.00%             | 2026-12-08      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14309 | PA      | $13531.39     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4661015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2307 | PA      | $880.82       | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4841116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11234 | PA      | $2636.12      | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36206PNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          29 | PA      | $28.94        | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16336846.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15656 | PA      | $15894.09     | 0.00%             | 2024-09-24      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7320 | PA      | $5997.52      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $49.56        | 0.00%             | 2024-01-19      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6427 | PA      | $3283.26      | 0.00%             | 2027-01-11      | Fixed         | 9.47%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $2.51         | 0.00%             | 2024-01-31      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2398487.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23930 | PA      | $23684.51     | 0.00%             | 2025-01-12      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $198.54       | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $59.46        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200868.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2315 | PA      | $2290.54      | 0.00%             | 2026-12-08      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1534 | PA      | $1451.76      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36000000 | PA      | $35071875.00  | 1.19%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3884 | PA      | $3716.14      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         375 | PA      | $380.15       | 0.00%             | 2025-02-07      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077506.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4035 | PA      | $3997.20      | 0.00%             | 2024-11-19      | Fixed         | 20.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.09         | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1964575.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1336 | PA      | $1322.93      | 0.00%             | 2024-11-09      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4580233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1109 | PA      | $386.05       | 0.00%             | 2023-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5397535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5543 | PA      | $3758.49      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1781 | PA      | $1743.77      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5329293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1107 | PA      | $1079.21      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12764 | PA      | $12588.60     | 0.00%             | 2026-12-08      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $13.05        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6394 | PA      | $6362.89      | 0.00%             | 2026-10-18      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2032 | PA      | $2089.11      | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $160.59       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $134.75       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1872 | PA      | $1812.69      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                            | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4700000 | PA      | $4502811.50   | 0.15%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $74.08        | 0.00%             | 2025-02-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12210481.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22465 | PA      | $4331.17      | 0.00%             | 2027-03-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874550.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6380 | PA      | $6322.49      | 0.00%             | 2026-10-18      | Fixed         | 10.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $40.07        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $6.50         | 0.00%             | 2024-01-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656462.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $130.47       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12435 | PA      | $11667.04     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10581 | PA      | $4903.26      | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1699 | PA      | $1647.35      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991913677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $173.07       | 0.00%             | 2025-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $119.26       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16688861.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8624 | PA      | $8725.79      | 0.00%             | 2024-09-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4338 | PA      | $4128.38      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3345 | PA      | $3235.94      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15629 | PA      | $14505.57     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6148142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6303 | PA      | $5972.39      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2691 | PA      | $2574.89      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $16.81        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         554 | PA      | $574.49       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1435 | PA      | $1469.74      | 0.00%             | 2025-01-30      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $139.97       | 0.00%             | 2024-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         405 | PA      | $381.81       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $128.61       | 0.00%             | 2025-02-02      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411209.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16406 | PA      | $16305.45     | 0.00%             | 2027-01-11      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         598 | PA      | $552.95       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12017283.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26242 | PA      | $26397.93     | 0.00%             | 2025-03-07      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680268.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7968 | PA      | $1982.59      | 0.00%             | 2024-12-16      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16645516.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19202 | PA      | $19480.94     | 0.00%             | 2027-07-31      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         264 | PA      | $272.98       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415568.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3224 | PA      | $3191.93      | 0.00%             | 2027-06-12      | Fixed         | 19.57%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613553.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11953 | PA      | $1649.35      | 0.00%             | 2027-06-15      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12175546.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12097 | PA      | $12044.02     | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2184 | PA      | $2040.52      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $64.91        | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DNY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2581 | PA      | $2715.94      | 0.00%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7331 | PA      | $6893.68      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         607 | PA      | $641.68       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         347 | PA      | $358.90       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414318.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14151 | PA      | $7238.68      | 0.00%             | 2027-01-12      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5049935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2768 | PA      | $1808.99      | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3655 | PA      | $3527.83      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         583 | PA      | $591.11       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4977248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23393 | PA      | $6956.69      | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008169.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17181 | PA      | $1232.61      | 0.00%             | 2026-11-09      | Fixed         | 26.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2892 | PA      | $2831.61      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5456242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2354 | PA      | $1262.53      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5869 | PA      | $5709.67      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2218 | PA      | $2260.48      | 0.00%             | 2025-02-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2400724.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6704 | PA      | $66.44        | 0.00%             | 2027-01-11      | Fixed         | 30.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6567 | PA      | $6515.52      | 0.00%             | 2027-04-09      | Fixed         | 26.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6276755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16820 | PA      | $15794.40     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4854 | PA      | $4680.16      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6766 | PA      | $6705.16      | 0.00%             | 2027-05-08      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2156 | PA      | $2040.58      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         285 | PA      | $293.30       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873189.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3892 | PA      | $3866.86      | 0.00%             | 2024-10-18      | Fixed         | 18.36%                | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                       | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1267262.43   | 0.04%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649791.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20722 | PA      | $19865.68     | 0.00%             | 2026-10-28      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $128.93       | 0.00%             | 2024-01-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991558368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         579 | PA      | $594.74       | 0.00%             | 2024-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $93.47        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2573704.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2954 | PA      | $2926.54      | 0.00%             | 2025-02-16      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991550110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         295 | PA      | $309.20       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2502 | PA      | $1227.27      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3406 | PA      | $3300.81      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $125.06       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $124.99       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991933227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $58.74        | 0.00%             | 2025-02-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991924576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $15.07        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $87.20        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637242.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7968 | PA      | $7862.71      | 0.00%             | 2027-02-15      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3493525.00   | 0.12%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710161.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2652 | PA      | $2607.35      | 0.00%             | 2024-09-14      | Fixed         | 26.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411092.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8144 | PA      | $4292.27      | 0.00%             | 2027-01-11      | Fixed         | 10.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $153.25       | 0.00%             | 2025-01-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $41.12        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651784.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20819 | PA      | $19818.42     | 0.00%             | 2026-11-08      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $2.99         | 0.00%             | 2028-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1934 | PA      | $1867.18      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5267302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $158.27       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17489 | PA      | $17281.37     | 0.00%             | 2027-02-16      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5094 | PA      | $4809.25      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2204 | PA      | $2097.65      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $132.36       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $5072400.00   | 0.17%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1952 | PA      | $1760.75      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $60.39        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6065990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32634 | PA      | $31101.15     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414777.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1231 | PA      | $1221.66      | 0.00%             | 2027-01-12      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077834.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12759 | PA      | $12586.75     | 0.00%             | 2026-11-19      | Fixed         | 19.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23179 | PA      | $21693.55     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                                         | Element Solutions, Inc.                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5849250.00   | 0.20%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $14.53        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.73         | 0.00%             | 2028-01-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4960965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1311 | PA      | $1231.44      | 0.00%             | 2023-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $126.81       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2938 | PA      | $2817.59      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652858.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2041 | PA      | $1977.20      | 0.00%             | 2024-11-09      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8060 | PA      | $7836.83      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1018 | PA      | $982.32       | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991623437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         326 | PA      | $341.74       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         445 | PA      | $432.32       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.37        | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200110.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6582 | PA      | $6520.58      | 0.00%             | 2026-12-08      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637235.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3185 | PA      | $3092.42      | 0.00%             | 2024-09-27      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         458 | PA      | $476.95       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5213740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         527 | PA      | $517.08       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1102 | PA      | $967.33       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1088 | PA      | $74.64        | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22849 | PA      | $17804.01     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874290.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2895 | PA      | $2722.86      | 0.00%             | 2026-10-18      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16830 | PA      | $15962.32     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2694 | PA      | $602.67       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         365 | PA      | $372.23       | 0.00%             | 2025-01-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $102.73       | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2228 | PA      | $1949.19      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9529 | PA      | $8815.99      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7293 | PA      | $7107.49      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $166.24       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         599 | PA      | $0.00         | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $3.80         | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197090.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4498 | PA      | $4445.60      | 0.00%             | 2026-12-07      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 168006688.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14499 | PA      | $13090.03     | 0.00%             | 2025-11-21      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21964 | PA      | $20680.41     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $70.82        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $97.87        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.30        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         925 | PA      | $919.85       | 0.00%             | 2026-09-14      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689344.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7114 | PA      | $6823.87      | 0.00%             | 2025-01-14      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3676 | PA      | $3578.14      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2339 | PA      | $2169.68      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6162150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8295 | PA      | $7880.04      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         589 | PA      | $-3.66        | -0.00%            | 2024-01-27      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         637 | PA      | $598.35       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $235.15       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991900834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $8.72         | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630660.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5619 | PA      | $5487.21      | 0.00%             | 2026-09-27      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1243 | PA      | $955.62       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $20.75        | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5253686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1978 | PA      | $1727.60      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711658.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2574 | PA      | $185.86       | 0.00%             | 2026-09-14      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $195.28       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709252.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7916 | PA      | $4074.44      | 0.00%             | 2026-09-14      | Fixed         | 8.33%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8259 | PA      | $7928.03      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $-0.06        | -0.00%            | 2027-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10790 | PA      | $10629.58     | 0.00%             | 2027-01-11      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418539.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4724 | PA      | $339.37       | 0.00%             | 2027-01-12      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991901928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.55        | 0.00%             | 2024-02-03      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7046 | PA      | $6988.82      | 0.00%             | 2024-11-19      | Fixed         | 27.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198397.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5191 | PA      | $5135.97      | 0.00%             | 2026-12-07      | Fixed         | 32.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.78         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $738.49       | 0.00%             | 2027-01-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991647792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $103.66       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1597 | PA      | $1564.72      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $69.02        | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1045 | PA      | $562.42       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991573331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $94.63        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12203395.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9952 | PA      | $9880.05      | 0.00%             | 2027-03-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6701 | PA      | $6512.44      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 31418AGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71766 | PA      | $68987.33     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2641 | PA      | $2469.32      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         355 | PA      | $354.23       | 0.00%             | 2025-01-26      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7800000 | PA      | $-1005533.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656192.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3379 | PA      | $801.08       | 0.00%             | 2024-10-28      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409206.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3389 | PA      | $3353.56      | 0.00%             | 2027-01-11      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2681 | PA      | $2597.70      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415306.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9534 | PA      | $9467.49      | 0.00%             | 2027-01-12      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873991.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2459 | PA      | $175.97       | 0.00%             | 2024-10-18      | Fixed         | 27.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196739.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12948 | PA      | $3280.09      | 0.00%             | 2026-12-07      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $-4.96        | -0.00%            | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991856848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $160.54       | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    39413485 | PA      | $38099211.67  | 1.29%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                 | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2947955.73   | 0.10%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634175.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6446 | PA      | $6377.71      | 0.00%             | 2025-02-15      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $56.03        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690638.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7863 | PA      | $7589.32      | 0.00%             | 2026-12-23      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3090 | PA      | $2875.81      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206719.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8600 | PA      | $8479.32      | 0.00%             | 2024-12-08      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2275 | PA      | $2360.58      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.34        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635126.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1637 | PA      | $1622.90      | 0.00%             | 2027-02-15      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640308.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30749 | PA      | $30303.07     | 0.00%             | 2027-02-16      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2260 | PA      | $2084.65      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.49        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $230.13       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205399.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         677 | PA      | $670.53       | 0.00%             | 2024-12-08      | Fixed         | 11.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5699588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2076 | PA      | $1997.93      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6973 | PA      | $6546.05      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200506.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5044 | PA      | $4992.19      | 0.00%             | 2026-12-08      | Fixed         | 14.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         315 | PA      | $219.20       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1810 | PA      | $884.76       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2409 | PA      | $2285.18      | 0.00%             | 2027-02-16      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8733 | PA      | $8163.70      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         709 | PA      | $695.90       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         733 | PA      | $768.13       | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $20.68        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991626868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $113.51       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2683 | PA      | $2632.93      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1748893.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2621 | PA      | $643.42       | 0.00%             | 2025-04-05      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704372.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $79.95        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         253 | PA      | $262.33       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5505047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21182 | PA      | $19739.34     | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $76.70        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991891982.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34408 | PA      | $34069.45     | 0.00%             | 2027-02-15      | Fixed         | 12.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6246257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3247 | PA      | $3110.97      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20216 | PA      | $19905.91     | 0.00%             | 2026-12-07      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7991 | PA      | $6497.56      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197068.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8359 | PA      | $8265.11      | 0.00%             | 2026-12-07      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403LR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5720 | PA      | $5981.95      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.10         | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5669842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7670 | PA      | $7459.19      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         811 | PA      | $476.68       | 0.00%             | 2023-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8124 | PA      | $7662.02      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410664.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1855 | PA      | $40.17        | 0.00%             | 2027-01-11      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197133.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3929 | PA      | $3887.07      | 0.00%             | 2026-12-07      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $29.51        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $49.80        | 0.00%             | 2025-02-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2976 | PA      | $2853.50      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11595260.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12778 | PA      | $12901.95     | 0.00%             | 2027-01-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658839.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12408 | PA      | $11928.10     | 0.00%             | 2026-11-09      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640160.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19941 | PA      | $19769.18     | 0.00%             | 2027-02-16      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2278 | PA      | $2203.72      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5049681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         268 | PA      | $203.71       | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $100.21       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2805592.08   | 0.10%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4923493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $87.49        | 0.00%             | 2023-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873489.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12633 | PA      | $12562.93     | 0.00%             | 2026-10-18      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $156.60       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640906.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5685 | PA      | $5387.70      | 0.00%             | 2027-07-16      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3955 | PA      | $3724.88      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2481 | PA      | $2234.51      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4869171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1484 | PA      | $391.67       | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611408.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5848 | PA      | $5638.64      | 0.00%             | 2024-08-09      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $-2.15        | -0.00%            | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2508 | PA      | $1065.50      | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         162 | PA      | $11.27        | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $4.30         | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         275 | PA      | $279.65       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648990.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14322 | PA      | $13786.74     | 0.00%             | 2026-10-31      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $17.78        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873392.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10310 | PA      | $10212.36     | 0.00%             | 2026-10-18      | Fixed         | 12.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1110 | PA      | $882.68       | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390RM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6301 | PA      | $6535.35      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2187878.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48428 | PA      | $6445.01      | 0.00%             | 2027-05-07      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2119 | PA      | $1952.92      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FFCB                                                                            | Federal Farm Credit Banks                                                          | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |     7700000 | PA      | $5899086.04   | 0.20%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6415 | PA      | $6003.02      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.94        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2194 | PA      | $-60.80       | -0.00%            | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $12.71        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $71.81        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         620 | PA      | $508.03       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410308.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1008 | PA      | $291.61       | 0.00%             | 2027-01-11      | Fixed         | 30.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1793 | PA      | $1864.79      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4756675.00   | 0.16%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         468 | PA      | $390.84       | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3367 | PA      | $3411.51      | 0.00%             | 2025-01-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5370632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2022 | PA      | $1978.07      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $131.51       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991922608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         241 | PA      | $241.85       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         349 | PA      | $334.61       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205905.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1893 | PA      | $75.59        | 0.00%             | 2026-12-08      | Fixed         | 26.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1596 | PA      | $1467.61      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009735.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3667 | PA      | $3620.01      | 0.00%             | 2024-11-09      | Fixed         | 22.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5139115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         704 | PA      | $395.95       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $225.56       | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872778.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3492 | PA      | $527.07       | 0.00%             | 2026-10-18      | Fixed         | 22.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413256.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15000 | PA      | $14878.53     | 0.00%             | 2027-01-11      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173496629.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19189 | PA      | $17706.15     | 0.00%             | 2026-01-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635622.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4433 | PA      | $4375.86      | 0.00%             | 2027-02-15      | Fixed         | 29.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17144 | PA      | $16211.18     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         332 | PA      | $326.23       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3120 | PA      | $3029.86      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $206.36       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008674.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4153 | PA      | $301.21       | 0.00%             | 2024-11-09      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4599 | PA      | $3907.56      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414601.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3370 | PA      | $3338.02      | 0.00%             | 2027-01-12      | Fixed         | 11.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991837619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $1.22         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009325.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5592 | PA      | $1542.69      | 0.00%             | 2026-11-09      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         598 | PA      | $586.83       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415852.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8344 | PA      | $2423.05      | 0.00%             | 2027-01-12      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418164.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1953 | PA      | $500.30       | 0.00%             | 2025-11-12      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3443 | PA      | $490.31       | 0.00%             | 2026-11-09      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $119.47       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637328.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5467 | PA      | $5432.93      | 0.00%             | 2027-02-16      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5577933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         707 | PA      | $688.73       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128P7KF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9509 | PA      | $9747.49      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $12.99        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8110 | PA      | $7761.17      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197658.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4187 | PA      | $4139.81      | 0.00%             | 2026-12-07      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $63.12        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1720974.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17109 | PA      | $16294.27     | 0.00%             | 2027-02-15      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408341.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         780 | PA      | $766.77       | 0.00%             | 2027-01-11      | Fixed         | 30.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10708 | PA      | $9868.94      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $75.27        | 0.00%             | 2025-01-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         379 | PA      | $359.36       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1306 | PA      | $669.65       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $87.10        | 0.00%             | 2024-01-31      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43210 | PA      | $40561.41     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11738196.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9790 | PA      | $9796.05      | 0.00%             | 2027-02-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197655.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4307 | PA      | $4259.18      | 0.00%             | 2026-12-07      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128KDX67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45557 | PA      | $46604.97     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.32        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.38        | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $238.17       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         661 | PA      | $634.74       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6704 | PA      | $6362.75      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36204GNW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          16 | PA      | $15.87        | 0.00%             | 2024-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.12         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4583983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3679 | PA      | $1192.78      | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16632934.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46320 | PA      | $47178.78     | 0.00%             | 2026-09-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1789 | PA      | $1744.80      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.30        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1940 | PA      | $1766.65      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $0.69         | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33928 | PA      | $12499.16     | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         206 | PA      | $212.79       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $97.53        | 0.00%             | 2025-01-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8751 | PA      | $8352.19      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201844.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2859 | PA      | $2796.20      | 0.00%             | 2026-12-08      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991849575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $66.38        | 0.00%             | 2025-02-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1367 | PA      | $1425.19      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $163.45       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7592 | PA      | $7351.62      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1815 | PA      | $1746.26      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578462.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.57        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702809.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17861 | PA      | $17159.34     | 0.00%             | 2025-01-18      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13543 | PA      | $11246.19     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $106.44       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         483 | PA      | $508.00       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $118.31       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1353 | PA      | $1406.14      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5160629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1581 | PA      | $1382.52      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                            | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $11253972.82  | 0.38%             | 2027-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991550388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         963 | PA      | $-37.35       | -0.00%            | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991903733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.47        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1861 | PA      | $1730.09      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11397 | PA      | $9213.23      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         288 | PA      | $0.00         | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1109 | PA      | $1030.42      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.05         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199578.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1448 | PA      | $831.87       | 0.00%             | 2026-12-08      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5626 | PA      | $5564.15      | 0.00%             | 2026-12-07      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7744 | PA      | $7695.74      | 0.00%             | 2027-02-16      | Fixed         | 27.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139980.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6484 | PA      | $6488.00      | 0.00%             | 2027-01-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4051 | PA      | $3765.44      | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 SA Ltd.                                                             | K2016470219 South Africa Ltd., Escrow Account, Class D                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      620001 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $264.32       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18259 | PA      | $17336.97     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407824.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3629 | PA      | $3597.07      | 0.00%             | 2027-01-11      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $298.69       | 0.00%             | 2025-02-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1599 | PA      | $1480.38      | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205436.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23958 | PA      | $23611.91     | 0.00%             | 2026-12-08      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $385.91       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         837 | PA      | $803.37       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3896 | PA      | $3651.32      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16550 | PA      | $16481.50     | 0.00%             | 2026-10-18      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         621 | PA      | $551.38       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17211 | PA      | $16577.13     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         679 | PA      | $635.09       | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $15.24        | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $114.99       | 0.00%             | 2024-02-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1646 | PA      | $1600.68      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11671786.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7674 | PA      | $7682.64      | 0.00%             | 2026-12-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $111.63       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198880.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3145 | PA      | $3093.61      | 0.00%             | 2026-12-07      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $216.01       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991555945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $72.22        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3436 | PA      | $3197.07      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         435 | PA      | $435.62       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5886041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1208 | PA      | $1175.38      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $57.91        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710981.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8188 | PA      | $8068.65      | 0.00%             | 2026-09-14      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410081.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15000 | PA      | $14876.51     | 0.00%             | 2027-01-11      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       57238 | PA      | $54352.79     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5156156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8046 | PA      | $4312.90      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         472 | PA      | $32.43        | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20731 | PA      | $19886.40     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6292 | PA      | $4451.73      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6235 | PA      | $5924.01      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11744076.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20418 | PA      | $11495.78     | 0.00%             | 2027-02-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2021-J3, Class A4                                                | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2745637 | PA      | $2427830.35   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201365.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12176 | PA      | $12050.29     | 0.00%             | 2026-12-08      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6313293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       71913 | PA      | $66989.71     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11972 | PA      | $11629.69     | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16343 | PA      | $15321.84     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8425 | PA      | $8147.88      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991875302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $117.87       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $41.52        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991571176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $128.96       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991896635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         301 | PA      | $299.95       | 0.00%             | 2024-02-06      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3475 | PA      | $3440.86      | 0.00%             | 2025-02-16      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5003 | PA      | $4863.64      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         354 | PA      | $24.90        | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007687.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17760 | PA      | $1258.47      | 0.00%             | 2026-11-09      | Fixed         | 26.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4996413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1137 | PA      | $1052.56      | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5266 | PA      | $5219.30      | 0.00%             | 2027-01-11      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25082 | PA      | $23857.01     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709424.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1494 | PA      | $1457.10      | 0.00%             | 2025-01-26      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3063 | PA      | $3035.54      | 0.00%             | 2025-01-24      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $158.38       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                               | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $8041706.20   | 0.27%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $29.69        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $64.37        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $112.37       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991840368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $10.56        | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991603035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $37.15        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3589 | PA      | $3558.75      | 0.00%             | 2027-02-15      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6105858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64249 | PA      | $52299.97     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1118 | PA      | $1029.45      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195399.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2044 | PA      | $2021.69      | 0.00%             | 2026-12-07      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18323 | PA      | $12907.05     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $261.55       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.05         | 0.00%             | 2024-01-25      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2022 | PA      | $2007.91      | 0.00%             | 2024-11-09      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         271 | PA      | $61.38        | 0.00%             | 2023-04-13      | 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 2019-31, Class PT | CUSIP: 21055FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      604066 | PA      | $565339.00    | 0.02%             | 2044-09-15      | Variable      | 15.47%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010910.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2109 | PA      | $2038.42      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5042510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1629 | PA      | $1363.19      | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12213351.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7807 | PA      | $7894.06      | 0.00%             | 2025-02-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.98         | 0.00%             | 2028-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5669248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4030 | PA      | $3929.86      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632551.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10032 | PA      | $9974.82      | 0.00%             | 2027-02-15      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203333.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2506 | PA      | $714.10       | 0.00%             | 2026-12-08      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1225 | PA      | $553.18       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656180.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5840 | PA      | $5661.08      | 0.00%             | 2024-10-28      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $278.51       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         841 | PA      | $0.00         | 0.00%             | 2025-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9272 | PA      | $7703.76      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4308 | PA      | $4061.67      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1558 | PA      | $972.29       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         992 | PA      | $988.14       | 0.00%             | 2025-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2209 | PA      | $2122.97      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $8.38         | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1841 | PA      | $1073.54      | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1706926.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4522 | PA      | $4325.14      | 0.00%             | 2025-02-01      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11622 | PA      | $10242.97     | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200130.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20072 | PA      | $1428.74      | 0.00%             | 2026-12-07      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11746 | PA      | $11198.25     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3519 | PA      | $3316.53      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3124 | PA      | $2997.09      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1706 | PA      | $1643.62      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         242 | PA      | $240.65       | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5669189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $331.24       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $121.46       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6207105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15033 | PA      | $14036.37     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4904362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $127.99       | 0.00%             | 2023-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1259 | PA      | $-39.94       | -0.00%            | 2025-01-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    14000000 | PA      | $12713159.48  | 0.43%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637614.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11387 | PA      | $11271.94     | 0.00%             | 2027-02-15      | Fixed         | 11.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8734 | PA      | $8629.50      | 0.00%             | 2027-02-16      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202866.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1001 | PA      | $595.72       | 0.00%             | 2026-12-08      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5674870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         358 | PA      | $350.64       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $50.07        | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10310 | PA      | $9641.92      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5606 | PA      | $5360.61      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641444.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5622 | PA      | $5572.75      | 0.00%             | 2027-02-16      | Fixed         | 14.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $64.24        | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $73.91        | 0.00%             | 2024-01-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         995 | PA      | $1036.30      | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163115691.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17537 | PA      | $16953.97     | 0.00%             | 2024-12-13      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3696 | PA      | $2293.12      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991858801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $6.38         | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708544.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3154 | PA      | $3124.00      | 0.00%             | 2026-09-14      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $229.27       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4693423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15610 | PA      | $5892.33      | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2194 | PA      | $2046.08      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991558641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1286 | PA      | $1343.02      | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         230 | PA      | $44.52        | 0.00%             | 2025-01-31      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5664035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19473 | PA      | $18891.40     | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 159198648.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6451 | PA      | $6343.31      | 0.00%             | 2024-09-25      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7679 | PA      | $7391.99      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991549381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $205.35       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $100.61       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2200 | PA      | $2278.24      | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $118.11       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414437.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2258 | PA      | $2228.01      | 0.00%             | 2025-01-12      | Fixed         | 27.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6234968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1725 | PA      | $1566.63      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5599651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2157 | PA      | $2107.00      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $151.22       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2541 | PA      | $2441.33      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3362 | PA      | $3193.13      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2215 | PA      | $2055.90      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $269.04       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1992 | PA      | $147.47       | 0.00%             | 2025-01-21      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $15.77        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1323 | PA      | $1235.72      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $0.72         | 0.00%             | 2027-12-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7123 | PA      | $6683.14      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29582 | PA      | $27580.58     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         730 | PA      | $663.85       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991540248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $36.78        | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42845 | PA      | $40014.71     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3359 | PA      | $3202.05      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009960.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2470 | PA      | $2446.11      | 0.00%             | 2026-11-09      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1916 | PA      | $1634.75      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1975 | PA      | $1923.61      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4025 | PA      | $4118.75      | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4069 | PA      | $1537.48      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.64        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2070 | PA      | $2004.87      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Northwoods Capital XI-B Ltd.                                                    | Northwoods Capital Ltd., Series 2018-11BA, Class A1                                | CUSIP: 66860JAA6<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |     7565193 | PA      | $7394975.76   | 0.25%             | 2031-04-19      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3482 | PA      | $1628.12      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.29        | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $52.59        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         662 | PA      | $689.00       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991922957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         214 | PA      | $208.29       | 0.00%             | 2025-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         263 | PA      | $272.05       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17495714.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13277 | PA      | $13496.47     | 0.00%             | 2025-09-26      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206221.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2688 | PA      | $195.99       | 0.00%             | 2026-12-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2078 | PA      | $2022.48      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1594 | PA      | $1523.21      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050722.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14724 | PA      | $14898.13     | 0.00%             | 2025-03-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         683 | PA      | $642.09       | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655337.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5241 | PA      | $5067.13      | 0.00%             | 2024-10-27      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637535.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26084 | PA      | $25913.20     | 0.00%             | 2027-02-16      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4994 | PA      | $4073.82      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674128.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1728 | PA      | $1668.20      | 0.00%             | 2024-12-16      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2124 | PA      | $1974.29      | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $142.95       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991829259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $199.33       | 0.00%             | 2025-02-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6166298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4234 | PA      | $3164.48      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         627 | PA      | $10.64        | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2404728.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1313 | PA      | $1301.76      | 0.00%             | 2027-01-12      | Fixed         | 21.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         511 | PA      | $469.63       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $157.00       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171361625.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2767 | PA      | $2708.97      | 0.00%             | 2023-10-20      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4639 | PA      | $4406.72      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $144.86       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604249.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3176 | PA      | $3071.82      | 0.00%             | 2024-08-13      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5450 | PA      | $5186.83      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $12.43        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9121 | PA      | $4158.73      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13397 | PA      | $12999.02     | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721052.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2608 | PA      | $2499.66      | 0.00%             | 2025-02-15      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.11         | 0.00%             | 2028-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200826.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8660 | PA      | $8576.76      | 0.00%             | 2026-12-08      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991924115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $93.31        | 0.00%             | 2025-02-07      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         538 | PA      | $559.56       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $31.05        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         761 | PA      | $-9.61        | -0.00%            | 2025-02-05      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         770 | PA      | $531.59       | 0.00%             | 2025-01-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         914 | PA      | $923.57       | 0.00%             | 2025-02-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $156.67       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005122.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6734 | PA      | $6665.84      | 0.00%             | 2026-11-09      | Fixed         | 12.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         501 | PA      | $492.38       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $89.05        | 0.00%             | 2024-01-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $51.96        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3832 | PA      | $3718.86      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6202 | PA      | $5923.59      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $266.73       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         268 | PA      | $274.38       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $42.99        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2284 | PA      | $1994.74      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32195 | PA      | $29569.32     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.95        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647098.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24434 | PA      | $23587.63     | 0.00%             | 2026-11-01      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991858094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         234 | PA      | $244.51       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $45.30        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2288 | PA      | $159.13       | 0.00%             | 2027-02-16      | Fixed         | 31.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18286 | PA      | $16736.02     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8256 | PA      | $7820.37      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $80.82        | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $92.02        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5411165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         329 | PA      | $312.74       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407XNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55937 | PA      | $58751.00     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $204.13       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2169 | PA      | $2068.71      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $101.29       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633233.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7917 | PA      | $2298.78      | 0.00%             | 2027-02-15      | Fixed         | 27.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874099.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14507 | PA      | $14369.32     | 0.00%             | 2026-10-18      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5414585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         941 | PA      | $916.59       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008742.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6497 | PA      | $6429.17      | 0.00%             | 2024-11-09      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3745 | PA      | $3813.33      | 0.00%             | 2025-02-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16335651.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15621 | PA      | $15899.67     | 0.00%             | 2026-09-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2023 | PA      | $1825.04      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991902227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $26.46        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4024 | PA      | $2996.86      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         337 | PA      | $350.14       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3043 | PA      | $2950.30      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $221.34       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6923 | PA      | $6591.97      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172611713.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11435 | PA      | $11022.94     | 0.00%             | 2026-01-14      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         709 | PA      | $693.57       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $118.41       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20871 | PA      | $20293.49     | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2818 | PA      | $2702.31      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       59917 | PA      | $57239.88     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4983108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         511 | PA      | $329.22       | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17239533.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18906 | PA      | $19245.49     | 0.00%             | 2027-09-27      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         496 | PA      | $499.10       | 0.00%             | 2025-01-28      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009511.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5054 | PA      | $4971.15      | 0.00%             | 2026-11-09      | Fixed         | 18.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1078 | PA      | $1127.83      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10339 | PA      | $8591.24      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         625 | PA      | $638.35       | 0.00%             | 2025-01-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1252 | PA      | $1178.08      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         382 | PA      | $383.62       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $102.81       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12724 | PA      | $11990.82     | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411884.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20598 | PA      | $20472.49     | 0.00%             | 2027-01-11      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414657.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30961 | PA      | $31278.41     | 0.00%             | 2027-02-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15068337.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15663 | PA      | $15905.73     | 0.00%             | 2026-07-20      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         526 | PA      | $510.49       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201272.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4217 | PA      | $4175.85      | 0.00%             | 2026-12-08      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $148.58       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173580706.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16422 | PA      | $15840.62     | 0.00%             | 2026-01-15      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $91.01        | 0.00%             | 2025-01-22      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6034 | PA      | $3800.65      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $226.48       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29169 | PA      | $27284.87     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635348.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1299 | PA      | $1286.33      | 0.00%             | 2024-09-22      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $156.88       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2584 | PA      | $1860.55      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201498.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5634 | PA      | $5583.39      | 0.00%             | 2026-12-08      | Fixed         | 31.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1815 | PA      | $1850.65      | 0.00%             | 2025-01-24      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         941 | PA      | $917.84       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2352 | PA      | $2242.43      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $3.15         | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206798.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2037 | PA      | $2001.04      | 0.00%             | 2026-12-08      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $626.98       | 0.00%             | 2025-01-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647374.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4598 | PA      | $4440.27      | 0.00%             | 2024-10-29      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5714 | PA      | $5466.78      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17109 | PA      | $16661.94     | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $188.53       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $51.07        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1864 | PA      | $94.43        | 0.00%             | 2025-05-08      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007420.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1708 | PA      | $1016.27      | 0.00%             | 2026-11-09      | Fixed         | 29.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         943 | PA      | $868.58       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198053.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3281 | PA      | $3224.73      | 0.00%             | 2026-12-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1032 | PA      | $219.62       | 0.00%             | 2025-02-06      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         501 | PA      | $490.07       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6026 | PA      | $4928.75      | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009683.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4941 | PA      | $4894.38      | 0.00%             | 2026-11-09      | Fixed         | 14.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6839 | PA      | $6541.67      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3370 | PA      | $3111.45      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6243 | PA      | $5994.16      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079089.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5062 | PA      | $5004.09      | 0.00%             | 2026-11-19      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5667369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9537 | PA      | $9338.04      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      102694 | PA      | $96333.78     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1654 | PA      | $1140.36      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079161.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5016 | PA      | $4804.35      | 0.00%             | 2026-11-19      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $26.63        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077362.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16184 | PA      | $16065.36     | 0.00%             | 2026-11-19      | Fixed         | 10.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874133.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3221 | PA      | $3200.30      | 0.00%             | 2024-10-18      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24755237.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7009 | PA      | $539.96       | 0.00%             | 2024-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5150470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3837 | PA      | $2973.07      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411299.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1534 | PA      | $1518.61      | 0.00%             | 2027-01-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1515 | PA      | $1450.79      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991571908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $137.47       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991923655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $10.68        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $62.80        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         230 | PA      | $229.95       | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $66.70        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $8.84         | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3037 | PA      | $2824.95      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1642194.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12072 | PA      | $11658.15     | 0.00%             | 2024-10-05      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6043 | PA      | $5870.17      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2271 | PA      | $2350.50      | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626683.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4043 | PA      | $3916.68      | 0.00%             | 2025-09-26      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14026 | PA      | $13594.70     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199924.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5759 | PA      | $5709.07      | 0.00%             | 2026-12-07      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5954 | PA      | $4954.52      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1483 | PA      | $1369.09      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170786159.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14845 | PA      | $13928.12     | 0.00%             | 2025-09-25      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $119.71       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160357.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10631 | PA      | $8802.90      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991599313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         405 | PA      | $422.86       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         462 | PA      | $469.64       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1468 | PA      | $1229.37      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12154405.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12782 | PA      | $12923.44     | 0.00%             | 2027-01-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $125.42       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         919 | PA      | $961.65       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077136.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8348 | PA      | $8258.61      | 0.00%             | 2026-11-19      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4936183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         358 | PA      | $331.83       | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $0.85         | 0.00%             | 2027-12-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579033.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $177.93       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.25        | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694608.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8180 | PA      | $7878.63      | 0.00%             | 2027-01-13      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2203 | PA      | $2001.54      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12105218.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21638 | PA      | $21950.90     | 0.00%             | 2027-03-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878952.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1077 | PA      | $1046.98      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         368 | PA      | $380.86       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $98.29        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $147.15       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $94.11        | 0.00%             | 2024-02-06      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3533 | PA      | $3342.68      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412930.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3860 | PA      | $3811.53      | 0.00%             | 2025-06-11      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         444 | PA      | $455.52       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $283.11       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872931.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4241 | PA      | $4218.23      | 0.00%             | 2026-10-18      | Fixed         | 23.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.46        | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4885 | PA      | $4579.44      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645290.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7926 | PA      | $7882.61      | 0.00%             | 2027-02-17      | Fixed         | 31.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         207 | PA      | $209.83       | 0.00%             | 2025-01-22      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12039 | PA      | $10834.45     | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701342.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18076 | PA      | $17448.35     | 0.00%             | 2025-01-13      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991928851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1956 | PA      | $2007.20      | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407X4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33526 | PA      | $34469.56     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.15        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         268 | PA      | $19.94        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5050 | PA      | $4859.61      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $159.46       | 0.00%             | 2024-01-22      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $12804205.80  | 0.44%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         520 | PA      | $545.70       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.79        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5159 | PA      | $354.42       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LCM XVII LP                                                                     | LCM XVII LP, Series 17A, Class BRR                                                 | CUSIP: 50190AAR3<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |     4590000 | PA      | $4471603.88   | 0.15%             | 2031-10-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709189.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29688 | PA      | $17534.54     | 0.00%             | 2026-09-14      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200250.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4179 | PA      | $4131.92      | 0.00%             | 2026-12-07      | Fixed         | 13.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639528.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39353 | PA      | $39049.66     | 0.00%             | 2027-07-16      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638731.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3575 | PA      | $3552.23      | 0.00%             | 2027-02-16      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634297.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11614 | PA      | $11459.83     | 0.00%             | 2027-02-15      | Fixed         | 19.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172156822.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6501 | PA      | $5900.08      | 0.00%             | 2025-11-24      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2441 | PA      | $2257.60      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EnLink Midstream LLC                                                            | EnLink Midstream LLC                                                               | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1663620.00   | 0.06%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         755 | PA      | $580.40       | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16160 | PA      | $16035.17     | 0.00%             | 2026-11-09      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636178.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5417 | PA      | $5371.76      | 0.00%             | 2027-02-15      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                 | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6697888.12   | 0.23%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6311127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3213 | PA      | $3001.73      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203189.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17043 | PA      | $-131.18      | -0.00%            | 2027-05-08      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652855.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6651 | PA      | $6375.77      | 0.00%             | 2024-11-09      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5177 | PA      | $4956.32      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $208.51       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.17         | 0.00%             | 2023-03-07      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202574.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5024 | PA      | $4970.14      | 0.00%             | 2024-12-08      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         619 | PA      | $475.68       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $84.57        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1587 | PA      | $1536.75      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5794983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2187 | PA      | $1908.95      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $45.99        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2314 | PA      | $2246.49      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4602285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31712 | PA      | $7232.19      | 0.00%             | 2023-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42791 | PA      | $40667.69     | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $16.25        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $31.95        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991875810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $104.14       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080514.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1901 | PA      | $1894.57      | 0.00%             | 2026-11-19      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009221.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11866 | PA      | $11781.57     | 0.00%             | 2026-11-09      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $129.62       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3872 | PA      | $3717.52      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $112.94       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC                                                                    | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2172683.75   | 0.07%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4046 | PA      | $2129.11      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         506 | PA      | $510.86       | 0.00%             | 2025-01-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         205 | PA      | $14.01        | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873651.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6528 | PA      | $6466.06      | 0.00%             | 2026-10-18      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                    | Birch Permian Holdings, Inc.                                                       | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |       46176 | NS      | $808080.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5380978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20811 | PA      | $20040.48     | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8102 | PA      | $8021.29      | 0.00%             | 2026-11-09      | Fixed         | 10.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414282.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1763 | PA      | $1750.86      | 0.00%             | 2027-01-12      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       52785 | PA      | $50091.52     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.27        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $105.56       | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35206 | PA      | $32366.09     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641390.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15906 | PA      | $15806.45     | 0.00%             | 2027-02-16      | Fixed         | 31.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $6.36         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5654 | PA      | $4510.60      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1424 | PA      | $1409.66      | 0.00%             | 2025-01-11      | Fixed         | 14.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.84        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16465567.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13954 | PA      | $14140.01     | 0.00%             | 2027-07-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5599450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1168 | PA      | $1073.51      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417948.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         916 | PA      | $909.40       | 0.00%             | 2027-01-12      | Fixed         | 8.36%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991897778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         561 | PA      | $345.12       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $79.48        | 0.00%             | 2025-01-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4429 | PA      | $3210.46      | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17041993.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31094 | PA      | $31496.67     | 0.00%             | 2025-09-05      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2689 | PA      | $1819.42      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $234.37       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878787.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4067 | PA      | $923.41       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3653 | PA      | $2030.39      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201792.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2547 | PA      | $2505.16      | 0.00%             | 2024-12-08      | Fixed         | 27.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644598.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9973 | PA      | $9909.67      | 0.00%             | 2027-02-16      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $1207.95      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2245 | PA      | $2178.70      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695022.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12543 | PA      | $12078.81     | 0.00%             | 2027-01-13      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077632.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9079 | PA      | $1368.09      | 0.00%             | 2026-11-19      | Fixed         | 30.15%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688534.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21193 | PA      | $20406.19     | 0.00%             | 2027-01-13      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3105 | PA      | $2287.20      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4484 | PA      | $3913.72      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.09         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8625 | PA      | $8004.35      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2830 | PA      | $2676.19      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4893104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         631 | PA      | $355.33       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $63.75        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1165 | PA      | $1179.60      | 0.00%             | 2025-01-25      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12421799.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26193 | PA      | $26190.55     | 0.00%             | 2027-03-18      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2236 | PA      | $2130.40      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5447168.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6995 | PA      | $6809.53      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202207.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9374 | PA      | $9299.73      | 0.00%             | 2026-12-08      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $6.75         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632621.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4922 | PA      | $4870.74      | 0.00%             | 2027-07-15      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050449.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3903 | PA      | $3939.50      | 0.00%             | 2024-01-22      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198501.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3278 | PA      | $3250.35      | 0.00%             | 2026-12-07      | Fixed         | 8.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1510 | PA      | $413.59       | 0.00%             | 2027-01-12      | Fixed         | 10.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $201.98       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $93.48        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2665 | PA      | $2573.99      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2798 | PA      | $1902.71      | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1474 | PA      | $1423.17      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         238 | PA      | $241.79       | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8451 | PA      | $7365.93      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2689 | PA      | $2583.12      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $172.53       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1636 | PA      | $1511.90      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $122.29       | 0.00%             | 2024-02-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $-7.16        | -0.00%            | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4820091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3326 | PA      | $1492.41      | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1884 | PA      | $1145.66      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11731905.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17110 | PA      | $17211.00     | 0.00%             | 2026-12-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2549 | PA      | $2011.75      | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645472.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15274 | PA      | $15184.61     | 0.00%             | 2027-02-17      | Fixed         | 26.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5570733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         865 | PA      | $845.70       | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411669.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1404 | PA      | $1387.68      | 0.00%             | 2025-01-11      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009473.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5254 | PA      | $5222.31      | 0.00%             | 2026-11-09      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1866 | PA      | $1727.15      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         425 | PA      | $366.79       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         253 | PA      | $248.62       | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708581.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11310 | PA      | $11214.01     | 0.00%             | 2026-09-14      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11407 | PA      | $10703.75     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1237 | PA      | $1191.24      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658339.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6241 | PA      | $6003.85      | 0.00%             | 2026-11-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11730592.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35768 | PA      | $36051.15     | 0.00%             | 2026-12-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196210.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14304 | PA      | $8155.32      | 0.00%             | 2026-12-07      | Fixed         | 18.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991843750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $63.31        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25060 | PA      | $24691.96     | 0.00%             | 2027-02-16      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5493383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1510 | PA      | $1476.93      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $280.56       | 0.00%             | 2025-01-24      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202140.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3125 | PA      | $3092.07      | 0.00%             | 2026-12-08      | Fixed         | 10.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $128.87       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270825.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4533 | PA      | $1465.52      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2829 | PA      | $2622.21      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417500.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1602 | PA      | $235.16       | 0.00%             | 2025-01-12      | Fixed         | 23.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         319 | PA      | $309.02       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5320343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1474 | PA      | $1332.35      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $200.83       | 0.00%             | 2024-01-25      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991889654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.87        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991919104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         362 | PA      | $24.55        | 0.00%             | 2025-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411227.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3821 | PA      | $275.89       | 0.00%             | 2027-01-11      | Fixed         | 23.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170877107.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6392 | PA      | $5039.01      | 0.00%             | 2024-03-02      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $17.60        | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                        | Bimbo Bakeries USA, Inc.                                                           | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1613121.30   | 0.05%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         527 | NC      | $649684.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417012.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1677 | PA      | $1664.41      | 0.00%             | 2027-01-12      | Fixed         | 10.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4877 | PA      | $4644.86      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         333 | PA      | $344.70       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $15.87        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991614133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         578 | PA      | $579.22       | 0.00%             | 2025-01-29      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173362025.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2798 | PA      | $2765.74      | 0.00%             | 2023-12-29      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         554 | PA      | $567.19       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2750 | PA      | $2616.45      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1875 | PA      | $1860.14      | 0.00%             | 2027-01-12      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991952896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         581 | PA      | $582.45       | 0.00%             | 2024-02-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.28         | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3318 | PA      | $3374.11      | 0.00%             | 2025-01-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $4.62         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.57         | 0.00%             | 2028-02-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007307.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4091 | PA      | $4055.89      | 0.00%             | 2026-11-09      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $134.49       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $58.20        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1127 | PA      | $1166.68      | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7717 | PA      | $7542.77      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         591 | PA      | $602.77       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707201.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12099 | PA      | $11945.43     | 0.00%             | 2026-09-14      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640498.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8857 | PA      | $8798.84      | 0.00%             | 2027-02-16      | Fixed         | 21.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23626 | PA      | $22401.89     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6768 | PA      | $4449.26      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19334 | PA      | $18653.68     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164077353.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3482 | PA      | $3458.27      | 0.00%             | 2032-12-31      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11269 | PA      | $11169.12     | 0.00%             | 2025-02-16      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652873.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7519 | PA      | $1858.22      | 0.00%             | 2024-11-14      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874238.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4370 | PA      | $4300.35      | 0.00%             | 2027-03-18      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.34        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.64         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3544 | PA      | $3442.03      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         408 | PA      | $406.81       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873666.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1031 | PA      | $1021.54      | 0.00%             | 2024-10-18      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5357373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.61         | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         378 | PA      | $387.57       | 0.00%             | 2024-01-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4796651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3524 | PA      | $800.37       | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2233 | PA      | $2147.26      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6429 | PA      | $6221.70      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.29        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172294502.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3036 | PA      | $2962.54      | 0.00%             | 2023-11-24      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709135.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4048 | PA      | $3997.01      | 0.00%             | 2026-09-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631125.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         885 | PA      | $855.86       | 0.00%             | 2027-02-15      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415490.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13677 | PA      | $7223.20      | 0.00%             | 2027-01-12      | Fixed         | 12.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16024 | PA      | $14899.91     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6174539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         844 | PA      | $814.80       | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $0.00         | 0.00%             | 2025-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2228 | PA      | $2171.85      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1696479.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6960 | PA      | $1799.16      | 0.00%             | 2025-11-16      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         853 | PA      | $871.20       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-13, Class A4                               | CUSIP: 46592XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13112203 | PA      | $11651977.26  | 0.40%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641207.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3092 | PA      | $3073.60      | 0.00%             | 2027-02-16      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632707.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4920 | PA      | $4878.94      | 0.00%             | 2027-02-15      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076267.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12706 | PA      | $12546.33     | 0.00%             | 2026-11-19      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11090 | PA      | $9762.71      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $110.76       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         411 | PA      | $50.44        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5198086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13268 | PA      | $12856.88     | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $135.87       | 0.00%             | 2025-01-22      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6190 | PA      | $5970.86      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3471 | PA      | $3242.55      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6619 | PA      | $6380.89      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991878603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $1.45         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3428 | PA      | $1702.93      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7282 | PA      | $6545.44      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27170 | PA      | $21038.92     | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5277 | PA      | $3967.08      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173996422.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         680 | PA      | $678.18       | 0.00%             | 2024-01-21      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $139.62       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4158 | PA      | $3939.21      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         282 | PA      | $284.11       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612140.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5357 | PA      | $5161.46      | 0.00%             | 2026-08-10      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3301 | PA      | $2998.60      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         679 | PA      | $657.83       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1100 | PA      | $1109.68      | 0.00%             | 2025-02-06      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1663 | PA      | $1440.70      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $108.83       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9927 | PA      | $8132.00      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1407 | PA      | $1110.94      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627796.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6380 | PA      | $6197.13      | 0.00%             | 2024-09-28      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         625 | PA      | $603.07       | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $95.74        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408763.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4464 | PA      | $4414.41      | 0.00%             | 2025-01-11      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37666 | PA      | $36495.57     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| POSCO                                                                           | POSCO                                                                              | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     7950000 | PA      | $8071753.93   | 0.27%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416103.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8534 | PA      | $8456.39      | 0.00%             | 2027-01-12      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4913780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $272.92       | 0.00%             | 2023-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639899.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7515 | PA      | $7430.67      | 0.00%             | 2025-02-16      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         473 | PA      | $499.24       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5269783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1506 | PA      | $1056.93      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         350 | PA      | $364.56       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $170.83       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $235.25       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $-0.33        | -0.00%            | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606945.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6357 | PA      | $782.58       | 0.00%             | 2026-08-12      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         233 | PA      | $241.91       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991512643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1584 | PA      | $1074.41      | 0.00%             | 2025-01-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5380280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1852 | PA      | $1304.59      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         328 | PA      | $340.78       | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $-4.03        | -0.00%            | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2966 | PA      | $2877.55      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638060.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2366 | PA      | $2352.18      | 0.00%             | 2027-02-16      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3531 | PA      | $3410.79      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4968 | PA      | $4663.11      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         366 | PA      | $372.40       | 0.00%             | 2025-02-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7061 | PA      | $6817.83      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080156.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2604 | PA      | $2591.51      | 0.00%             | 2026-11-19      | Fixed         | 26.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240546.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1371 | PA      | $267.56       | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         288 | PA      | $300.22       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4832 | PA      | $4573.63      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         167 | PA      | $22.99        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639053.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3143 | PA      | $3126.89      | 0.00%             | 2027-12-16      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18907 | PA      | $18022.77     | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.24        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         871 | PA      | $874.46       | 0.00%             | 2025-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680238.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17137 | PA      | $16539.56     | 0.00%             | 2024-12-16      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4410 | PA      | $4120.15      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709045.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2583 | PA      | $2571.88      | 0.00%             | 2026-09-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5006699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $119.81       | 0.00%             | 2023-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2612 | PA      | $2467.52      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711179.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4975 | PA      | $4929.80      | 0.00%             | 2024-09-14      | Fixed         | 8.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712413.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1121 | PA      | $306.21       | 0.00%             | 2026-09-14      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $60.80        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631188.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6625 | PA      | $6429.20      | 0.00%             | 2024-09-28      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45239 | PA      | $43101.90     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5989493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11413 | PA      | $10738.65     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13265 | PA      | $12419.91     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1599437.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27806 | PA      | $26502.46     | 0.00%             | 2026-08-05      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9579 | PA      | $8846.10      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         434 | PA      | $442.16       | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4949 | PA      | $4105.89      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         874 | PA      | $828.77       | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406392.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8471 | PA      | $5026.40      | 0.00%             | 2027-06-11      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1600466.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12059 | PA      | $11495.98     | 0.00%             | 2026-08-06      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5570264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6869 | PA      | $6573.91      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $136.30       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5771803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1491 | PA      | $781.17       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2180897.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5684 | PA      | $5603.10      | 0.00%             | 2024-12-08      | Fixed         | 21.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645571.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3596 | PA      | $3574.66      | 0.00%             | 2027-02-17      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632724.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4589 | PA      | $4544.56      | 0.00%             | 2027-02-15      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722384.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6199 | PA      | $0.00         | 0.00%             | 2025-02-16      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4475 | PA      | $4347.95      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643800.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1338 | PA      | $1328.49      | 0.00%             | 2027-02-16      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2487 | PA      | $2357.29      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200051.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8800 | PA      | $8706.53      | 0.00%             | 2026-12-08      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3361 | PA      | $3126.21      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41363 | PA      | $34030.81     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31401XC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1615 | PA      | $1643.40      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5412 | PA      | $5153.32      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991907835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         393 | PA      | $27.50        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $45.51        | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4448 | PA      | $4188.51      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2102 | PA      | $1951.35      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642257.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8940 | PA      | $8882.94      | 0.00%             | 2027-02-16      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         405 | PA      | $30.81        | 0.00%             | 2025-01-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411320.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4185 | PA      | $4142.04      | 0.00%             | 2027-06-11      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC STACR Debt Notes, Series 2016-DNA2, Class M3                                 | CUSIP: 3137G0JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     6357529 | PA      | $6552536.05   | 0.22%             | 2028-10-25      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711645.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23822 | PA      | $23465.46     | 0.00%             | 2027-02-14      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637807.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12922 | PA      | $12809.12     | 0.00%             | 2027-02-16      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $249.14       | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1623215.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4210 | PA      | $4145.02      | 0.00%             | 2024-09-20      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4992363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2157 | PA      | $2010.10      | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         759 | PA      | $743.33       | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         619 | PA      | $606.95       | 0.00%             | 2026-09-14      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         567 | PA      | $39.69        | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004971.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8442 | PA      | $8380.83      | 0.00%             | 2026-11-09      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $74.79        | 0.00%             | 2025-02-07      | 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        |     7000000 | PA      | $6116390.00   | 0.21%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409793.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9014 | PA      | $2585.36      | 0.00%             | 2027-01-11      | Fixed         | 22.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $64.16        | 0.00%             | 2024-02-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411458.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1844 | PA      | $1828.79      | 0.00%             | 2027-01-11      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3485 | PA      | $3212.27      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         391 | PA      | $397.68       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         623 | PA      | $610.81       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14936 | PA      | $14388.82     | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $116.95       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $103.05       | 0.00%             | 2024-01-31      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $140.27       | 0.00%             | 2024-01-20      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167126995.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5774 | PA      | $5602.01      | 0.00%             | 2033-03-02      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         532 | PA      | $557.47       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $9.84         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17135 | PA      | $16319.89     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         905 | PA      | $867.16       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17300000 | PA      | $15302052.76  | 0.52%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410061.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17020 | PA      | $16845.39     | 0.00%             | 2027-01-11      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680301.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4270 | PA      | $4076.21      | 0.00%             | 2026-12-16      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631136.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1317 | PA      | $1292.21      | 0.00%             | 2025-02-15      | Fixed         | 27.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10062 | PA      | $9418.54      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46168 | PA      | $42869.63     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991652825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $41.07        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5086206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1362 | PA      | $1077.97      | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $132.49       | 0.00%             | 2025-01-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2951 | PA      | $2831.64      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         306 | PA      | $12.89        | 0.00%             | 2025-01-20      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $0.00         | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         900 | PA      | $763.66       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $9.14         | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275023.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12030 | PA      | $11130.22     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          -4 | PA      | $-3.77        | -0.00%            | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4417 | PA      | $2025.62      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.53         | 0.00%             | 2025-01-20      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12188446.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14724 | PA      | $14836.00     | 0.00%             | 2025-03-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $217.76       | 0.00%             | 2025-01-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6857 | PA      | $6566.64      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1022 | PA      | $1025.80      | 0.00%             | 2025-02-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3253 | PA      | $2893.43      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $14.49        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         452 | PA      | $462.95       | 0.00%             | 2025-01-28      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $389.22       | 0.00%             | 2025-01-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873908.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         958 | PA      | $952.09       | 0.00%             | 2024-10-18      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1626 | PA      | $1660.02      | 0.00%             | 2025-01-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078831.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1581 | PA      | $1567.01      | 0.00%             | 2026-11-19      | Fixed         | 11.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1806 | PA      | $1686.71      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991825274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $3.48         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $64.08        | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006618.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3989 | PA      | $3954.92      | 0.00%             | 2026-11-09      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $210.02       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $35.97        | 0.00%             | 2024-02-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6146989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8764 | PA      | $8312.38      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BNP Paribas Securities Corp.                                                    | BNP Paribas Securities Corp.                                                       | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | Long             | RA               | CORP              | US        |    76349281 | PA      | $76349281.45  | 2.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5232107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1804 | PA      | $1685.55      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657803.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6896 | PA      | $6603.42      | 0.00%             | 2024-11-01      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         633 | PA      | $580.88       | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991896815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $139.29       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1897 | PA      | $1876.39      | 0.00%             | 2025-02-16      | Fixed         | 19.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17105 | PA      | $16719.81     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         236 | PA      | $246.28       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $14.14        | 0.00%             | 2025-02-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007568.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2672 | PA      | $77.64        | 0.00%             | 2026-11-09      | Fixed         | 18.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5387 | PA      | $5091.67      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167520510.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2005 | PA      | $1993.75      | 0.00%             | 2033-02-28      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4893066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3265 | PA      | $567.02       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2051484.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1701 | PA      | $1680.21      | 0.00%             | 2026-11-19      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5257298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3600 | PA      | $3490.61      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2296 | PA      | $1247.73      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         443 | PA      | $413.02       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171252541.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         419 | PA      | $410.68       | 0.00%             | 2023-10-15      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711180.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19826 | PA      | $19703.30     | 0.00%             | 2026-09-14      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $156.50       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $258.22       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412354.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         893 | PA      | $883.75       | 0.00%             | 2027-01-11      | Fixed         | 27.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1432 | PA      | $1239.65      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991920447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $48.09        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200668.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10920 | PA      | $10816.53     | 0.00%             | 2026-12-08      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636718.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         673 | PA      | $666.03       | 0.00%             | 2025-02-15      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $0.85         | 0.00%             | 2027-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2405469.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6757 | PA      | $3459.32      | 0.00%             | 2027-01-11      | Fixed         | 9.26%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         812 | PA      | $793.77       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $45.53        | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2348 | PA      | $2220.10      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200624.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1734 | PA      | $1704.23      | 0.00%             | 2026-12-08      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         840 | PA      | $777.78       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12155604.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13584 | PA      | $13774.47     | 0.00%             | 2027-03-08      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6269030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20242 | PA      | $19004.77     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4330 | PA      | $4148.04      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3027 | PA      | $3138.41      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6492 | PA      | $6426.34      | 0.00%             | 2027-02-15      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202818.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8134 | PA      | $1092.79      | 0.00%             | 2026-12-08      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36201GU45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7773 | PA      | $7983.89      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2543 | PA      | $2380.30      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5714042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30239 | PA      | $29009.85     | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711075.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         958 | PA      | $950.28       | 0.00%             | 2024-09-14      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2134 | PA      | $2061.68      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16350 | PA      | $15425.05     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         936 | PA      | $489.01       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.34        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1216 | PA      | $505.69       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.74         | 0.00%             | 2028-02-23      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30604 | PA      | $28970.31     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1298 | PA      | $1296.86      | 0.00%             | 2025-01-24      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798808.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16826 | PA      | $17048.14     | 0.00%             | 2027-01-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         562 | PA      | $588.00       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $97.16        | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5791104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $103.63       | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5378585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         392 | PA      | $325.76       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635648.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10988 | PA      | $583.36       | 0.00%             | 2024-09-30      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4072 | PA      | $3980.11      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DT Midstream, Inc.                                                              | DT Midstream, Inc.                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4030092.20   | 0.14%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2564 | PA      | $1975.44      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4894101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12955 | PA      | $6109.97      | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3142 | PA      | $3025.66      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2144 | PA      | $2091.26      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5959 | PA      | $5771.20      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $119.60       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417950.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         865 | PA      | $858.28       | 0.00%             | 2027-01-12      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $54.21        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         675 | PA      | $701.52       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2014-C01, Class M2                      | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     5356268 | PA      | $5508612.05   | 0.19%             | 2024-01-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3673 | PA      | $3567.94      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5989444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2737 | PA      | $2565.25      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         426 | PA      | $429.67       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $124.96       | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $147.71       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2116 | PA      | $2044.18      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695725.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19483 | PA      | $18705.41     | 0.00%             | 2027-01-25      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $110.30       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         423 | PA      | $423.67       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         245 | PA      | $47.73        | 0.00%             | 2025-01-31      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5958935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3004 | PA      | $2842.62      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33889 | PA      | $32573.42     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5307874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         814 | PA      | $790.82       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076082.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16932 | PA      | $16699.39     | 0.00%             | 2026-11-19      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5452530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27853 | PA      | $26801.63     | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4167 | PA      | $4018.89      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13376 | PA      | $13662.73     | 0.00%             | 2025-01-25      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4981981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2492 | PA      | $1544.37      | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4889 | PA      | $4676.93      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $13.35        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1102 | PA      | $1064.23      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3974 | PA      | $2806.29      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2011 | PA      | $1472.85      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7579 | PA      | $7129.24      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1830 | PA      | $1727.76      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991889487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $60.59        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991868612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $207.71       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167114304.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         355 | PA      | $356.40       | 0.00%             | 2033-02-28      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1537 | PA      | $1277.12      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         284 | PA      | $290.61       | 0.00%             | 2025-01-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201633.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6529 | PA      | $6458.82      | 0.00%             | 2024-12-08      | Fixed         | 10.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2885 | PA      | $2622.95      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680235.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29393 | PA      | $28324.86     | 0.00%             | 2026-12-16      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40971 | PA      | $38432.71     | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $166.83       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1393 | PA      | $1368.33      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414718.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3363 | PA      | $3330.26      | 0.00%             | 2027-01-12      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         273 | PA      | $273.49       | 0.00%             | 2024-01-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2944 | PA      | $1740.01      | 0.00%             | 2026-12-07      | Fixed         | 27.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873528.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6325 | PA      | $6290.40      | 0.00%             | 2026-10-18      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         504 | PA      | $516.58       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3852 | PA      | $3646.53      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3902 | PA      | $3730.11      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6323554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9649 | PA      | $9012.71      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8802 | PA      | $8151.90      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         598 | PA      | $625.60       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6070 | PA      | $3934.63      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6109297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11310 | PA      | $10856.27     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203254.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6357 | PA      | $278.67       | 0.00%             | 2026-12-08      | Fixed         | 21.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.44        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1989 | PA      | $1912.48      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $3.26         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6101 | PA      | $5161.63      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $154.78       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1776 | PA      | $236.60       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874126.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4042 | PA      | $4014.68      | 0.00%             | 2027-03-18      | Fixed         | 27.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991828622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $115.86       | 0.00%             | 2024-01-26      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198446.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42060 | PA      | $41446.07     | 0.00%             | 2026-12-07      | Fixed         | 16.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5326788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         622 | PA      | $401.38       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6979 | PA      | $6956.91      | 0.00%             | 2026-11-19      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         382 | PA      | $400.57       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1398 | PA      | $1163.33      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1199 | PA      | $1173.23      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2949 | PA      | $2737.35      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8713 | PA      | $8476.94      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1767 | PA      | $976.09       | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991625562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.99         | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10991 | PA      | $10214.66     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1853 | PA      | $1605.54      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         975 | PA      | $938.52       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1207 | PA      | $1127.77      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676387.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6932 | PA      | $6715.44      | 0.00%             | 2024-12-21      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12420863.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16910 | PA      | $17043.90     | 0.00%             | 2027-03-24      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238787.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6581 | PA      | $6027.69      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5235712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1258 | PA      | $801.48       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412505.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4162 | PA      | $4125.04      | 0.00%             | 2027-01-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $148.16       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10983 | PA      | $10201.08     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $37.71        | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991647737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $120.19       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080899.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5020 | PA      | $4977.01      | 0.00%             | 2026-11-19      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415797.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1668 | PA      | $17.17        | 0.00%             | 2027-01-12      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16911624.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25394 | PA      | $25779.45     | 0.00%             | 2025-09-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35836 | PA      | $34129.10     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640044.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4966 | PA      | $4931.73      | 0.00%             | 2027-02-16      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640372.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         503 | PA      | $520.20       | 0.00%             | 2025-01-18      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414422.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2590 | PA      | $2572.40      | 0.00%             | 2027-01-12      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         470 | PA      | $456.18       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4728592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $60.52        | 0.00%             | 2023-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6060482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8799 | PA      | $8399.90      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199488.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2009 | PA      | $573.67       | 0.00%             | 2026-12-07      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694211.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42840 | PA      | $43504.79     | 0.00%             | 2027-02-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | Virgin Media Secured Finance plc                                                   | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     9000000 | PA      | $7774335.00   | 0.26%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         410 | PA      | $423.94       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1657 | PA      | $1505.32      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37647 | PA      | $36449.65     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $65.71        | 0.00%             | 2025-01-26      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008582.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         883 | PA      | $867.79       | 0.00%             | 2025-04-09      | Fixed         | 28.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $8.01         | 0.00%             | 2025-01-24      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403MMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17207 | PA      | $17843.05     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3642 | PA      | $3530.46      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32500000 | PA      | $32140087.85  | 1.09%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9444 | PA      | $6429.04      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1835 | PA      | $1436.03      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636951.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13946 | PA      | $13819.96     | 0.00%             | 2027-02-16      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1787 | PA      | $1551.02      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         197 | PA      | $203.58       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19983 | PA      | $19100.88     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200487.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5408 | PA      | $5352.47      | 0.00%             | 2026-12-08      | Fixed         | 15.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6221138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2878 | PA      | $2728.48      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $113.66       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17385444.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23539 | PA      | $23791.83     | 0.00%             | 2027-08-12      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $70.19        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16195 | PA      | $15581.51     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6844 | PA      | $3808.06      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9708 | PA      | $9403.57      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173301532.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20960 | PA      | $19941.62     | 0.00%             | 2026-01-06      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $101.51       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654735.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21072 | PA      | $20061.20     | 0.00%             | 2026-11-10      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690275.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6404 | PA      | $6206.87      | 0.00%             | 2024-12-25      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004813.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5153 | PA      | $5119.56      | 0.00%             | 2026-11-09      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7030 | PA      | $6595.28      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5984 | PA      | $5898.36      | 0.00%             | 2026-10-18      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1013 | PA      | $972.96       | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4979270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         198 | PA      | $176.12       | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12461150.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15911 | PA      | $15864.33     | 0.00%             | 2027-03-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4727 | PA      | $4524.66      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11250 | PA      | $10433.08     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9139 | PA      | $8784.39      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3288 | PA      | $3019.90      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6712 | PA      | $6460.57      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3907 | PA      | $3632.40      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199867.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12654 | PA      | $12524.73     | 0.00%             | 2026-12-08      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412506.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6856 | PA      | $6788.18      | 0.00%             | 2025-01-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         651 | PA      | $663.08       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2979 | PA      | $2877.46      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606891.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6347 | PA      | $6064.45      | 0.00%             | 2026-08-12      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1180 | PA      | $1158.16      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25280 | PA      | $24302.06     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $173.04       | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $108.15       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5110 | PA      | $4925.32      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755479.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         329 | PA      | $342.01       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639791.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3645 | PA      | $3612.03      | 0.00%             | 2025-02-16      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2308813.00   | 0.08%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170641460.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2237 | PA      | $2186.12      | 0.00%             | 2023-09-24      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $920.22       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10152 | PA      | $7374.69      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6248775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4827 | PA      | $4547.73      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5521 | PA      | $5088.75      | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8300000 | PA      | $7030607.30   | 0.24%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4707511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2081 | PA      | $1402.17      | 0.00%             | 2023-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1491 | PA      | $1395.24      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6792 | PA      | $6609.94      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         967 | PA      | $61.14        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Sirius XM Radio, Inc.                                                           | Sirius XM Radio, Inc.                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8022420.00   | 0.27%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12442169.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18231 | PA      | $18446.16     | 0.00%             | 2027-03-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1227 | PA      | $1179.27      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $225.17       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409614.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4220 | PA      | $4172.87      | 0.00%             | 2025-01-11      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $158.19       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $-0.02        | -0.00%            | 2027-08-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11693245.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17711 | PA      | $17773.02     | 0.00%             | 2026-12-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2031 | PA      | $1865.43      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         210 | PA      | $213.24       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5223636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2630 | PA      | $1843.53      | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $74.91        | 0.00%             | 2024-02-04      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16791 | PA      | $15757.21     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202371.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1006 | PA      | $995.01       | 0.00%             | 2024-12-08      | Fixed         | 9.29%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         638 | PA      | $44.03        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         634 | PA      | $508.79       | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4306 | PA      | $4131.51      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27497 | PA      | $1892.56      | 0.00%             | 2027-01-11      | Fixed         | 12.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.38        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         717 | PA      | $682.34       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $18.30        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         510 | PA      | $35.56        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1087 | PA      | $1066.49      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1082 | PA      | $976.74       | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $203.05       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1144 | PA      | $1091.69      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1691687.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25411 | PA      | $24501.88     | 0.00%             | 2027-01-19      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077619.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         900 | PA      | $892.15       | 0.00%             | 2026-11-19      | Fixed         | 12.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         611 | PA      | $598.39       | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410302.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1730 | PA      | $1715.67      | 0.00%             | 2027-06-11      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991673375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $0.88         | 0.00%             | 2025-01-30      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201750.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1413 | PA      | $1396.95      | 0.00%             | 2024-12-08      | Fixed         | 20.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2366 | PA      | $1477.57      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $9.14         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711888.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8027 | PA      | $7924.92      | 0.00%             | 2026-09-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991542221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $30.24        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639145.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $16.00        | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3479 | PA      | $3285.28      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         501 | PA      | $519.43       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10131 | PA      | $9180.86      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| African Export-Import Bank (The)                                                | African Export-Import Bank (The)                                                   | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |    13600000 | PA      | $12095840.00  | 0.41%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $117.27       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7822 | PA      | $7234.61      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     1820000 | PA      | $-110131.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $115.01       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $199.02       | 0.00%             | 2025-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10979 | PA      | $10675.57     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1845 | PA      | $686.51       | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18876 | PA      | $18715.21     | 0.00%             | 2027-02-16      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1231 | PA      | $1206.47      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050159.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30186 | PA      | $30573.77     | 0.00%             | 2027-03-07      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412142.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14080 | PA      | $13966.66     | 0.00%             | 2027-01-11      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15797 | PA      | $15557.60     | 0.00%             | 2027-01-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6106 | PA      | $5894.63      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655343.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11175 | PA      | $10797.95     | 0.00%             | 2026-10-31      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $196.84       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $69.21        | 0.00%             | 2024-02-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2169 | PA      | $-77.05       | -0.00%            | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5266384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1135 | PA      | $701.03       | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         528 | PA      | $514.65       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200929.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2176 | PA      | $2155.91      | 0.00%             | 2026-12-08      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         628 | PA      | $612.00       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         897 | PA      | $929.85       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2572 | PA      | $2456.27      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $272.70       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1529 | PA      | $1597.99      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006397.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8233 | PA      | $8155.01      | 0.00%             | 2026-11-09      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $57.51        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1293 | PA      | $1267.22      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.08         | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $75.65        | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.14        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639752.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44480 | PA      | $43849.41     | 0.00%             | 2027-02-16      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4756608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2971 | PA      | $2018.03      | 0.00%             | 2023-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4251 | PA      | $3129.86      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1653 | PA      | $631.12       | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2252 | PA      | $2232.86      | 0.00%             | 2026-11-19      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1267 | PA      | $1135.36      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6092 | PA      | $6200.13      | 0.00%             | 2025-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874011.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6085 | PA      | $6022.19      | 0.00%             | 2024-10-18      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $-4.02        | -0.00%            | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $148.22       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BlueMountain Fuji EUR CLO V DAC                                                 | BlueMountain Fuji EUR CLO V DAC, Series 5A, Class B                                | CUSIP: N/A<br>LEI: 635400IYPG2G6NM3OV52       | Long             | ABS-CBDO         | CORP              | IE        |     6200000 | PA      | $6400100.63   | 0.22%             | 2033-01-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20702 | PA      | $20004.90     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $72.15        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5644724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1325 | PA      | $1300.01      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         406 | PA      | $395.79       | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1336 | PA      | $1363.91      | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $49.78        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201480.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5996 | PA      | $5910.81      | 0.00%             | 2026-12-08      | Fixed         | 19.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         278 | PA      | $267.93       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $274.20       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $70.23        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2885 | PA      | $2738.12      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740784.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $185.52       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2759 | PA      | $2641.32      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991878519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $59.38        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4377 | PA      | $4335.38      | 0.00%             | 2026-12-08      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16171 | PA      | $15696.16     | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3183 | PA      | $3105.12      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163989384.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10411 | PA      | $10229.94     | 0.00%             | 2024-12-30      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5552 | PA      | $5281.48      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7505 | PA      | $7253.64      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1028 | PA      | $1086.02      | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674101.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15000 | PA      | $14447.93     | 0.00%             | 2026-12-16      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         431 | PA      | $439.19       | 0.00%             | 2027-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $23.11        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991558124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.65        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643646.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14280 | PA      | $14186.54     | 0.00%             | 2027-02-16      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $104.15       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1849 | PA      | $1791.68      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413192.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5755 | PA      | $5703.90      | 0.00%             | 2027-01-11      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         730 | PA      | $647.12       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.30        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23597 | PA      | $22089.59     | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195888.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         629 | PA      | $617.65       | 0.00%             | 2024-12-07      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         547 | PA      | $549.51       | 0.00%             | 2024-01-23      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639542.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1772 | PA      | $1755.01      | 0.00%             | 2025-02-16      | Fixed         | 8.21%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2138 | PA      | $2109.66      | 0.00%             | 2026-12-08      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709237.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4308 | PA      | $4282.32      | 0.00%             | 2026-09-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991876144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $86.08        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12101962.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13748 | PA      | $13960.17     | 0.00%             | 2027-03-05      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4809809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         291 | PA      | $159.12       | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25595802.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12984 | PA      | $12897.87     | 0.00%             | 2025-01-22      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1774 | PA      | $767.59       | 0.00%             | 2023-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $-0.35        | -0.00%            | 2027-10-21      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1378 | PA      | $1364.05      | 0.00%             | 2025-01-12      | Fixed         | 6.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         501 | PA      | $377.02       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4402 | PA      | $4027.47      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1637 | PA      | $1584.72      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         559 | PA      | $531.81       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $54.06        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636195.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13463 | PA      | $13350.01     | 0.00%             | 2027-02-15      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         625 | PA      | $429.14       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5180392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         402 | PA      | $393.48       | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1200 | PA      | $651.42       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579289.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9976 | PA      | $10077.45     | 0.00%             | 2025-12-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.26        | 0.00%             | 2024-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $9.00         | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6977 | PA      | $975.79       | 0.00%             | 2026-11-09      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11262 | PA      | $10459.19     | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8230 | PA      | $7315.42      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $96.92        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC STACR Debt Notes, Series 2014-DN4, Class M3                                  | CUSIP: 3137G0CU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     2110176 | PA      | $2160023.89   | 0.07%             | 2024-10-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674119.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6782 | PA      | $6545.31      | 0.00%             | 2024-12-16      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5030831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5213 | PA      | $942.98       | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2736 | PA      | $2583.83      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4661890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2563 | PA      | $602.82       | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22399 | PA      | $21217.50     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196253.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1223 | PA      | $89.46        | 0.00%             | 2024-12-07      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4333 | PA      | $4229.27      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1545 | PA      | $1498.17      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $21.89        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $191.36       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3480 | PA      | $3316.60      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $152.53       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $11.33        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076493.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1700 | PA      | $1693.56      | 0.00%             | 2024-11-19      | Fixed         | 20.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991877935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $14.52        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009465.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4199 | PA      | $305.11       | 0.00%             | 2024-11-09      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $225.76       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $50.72        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419252.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2220 | PA      | $324.21       | 0.00%             | 2027-01-12      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4972020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2402 | PA      | $2077.53      | 0.00%             | 2023-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412321.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41040 | PA      | $40787.17     | 0.00%             | 2027-01-11      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12209707.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9777 | PA      | $9784.01      | 0.00%             | 2027-01-25      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5463036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1231 | PA      | $766.23       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2213 | PA      | $2153.65      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $70.04        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5519364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1586 | PA      | $1278.80      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4658038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2564 | PA      | $983.19       | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $17.86        | 0.00%             | 2028-02-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         470 | PA      | $482.50       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5948365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       54169 | PA      | $49507.62     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $130.20       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694572.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18383 | PA      | $17700.92     | 0.00%             | 2027-01-13      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695489.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7346 | PA      | $4447.52      | 0.00%             | 2025-01-04      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10834 | PA      | $10163.87     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199092.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5489 | PA      | $393.00       | 0.00%             | 2026-12-07      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195959.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9970 | PA      | $9825.77      | 0.00%             | 2026-12-07      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991868227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         671 | PA      | $697.59       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         158 | PA      | $163.73       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16622583.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12061 | PA      | $12062.56     | 0.00%             | 2025-09-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200013.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11544 | PA      | $11412.62     | 0.00%             | 2026-12-07      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1697064.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1457 | PA      | $1408.69      | 0.00%             | 2025-01-06      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1956 | PA      | $1897.02      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5329337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3424 | PA      | $3315.14      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         210 | PA      | $213.74       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10839 | PA      | $10278.12     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166744387.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1190 | PA      | $1185.99      | 0.00%             | 2033-02-25      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412832.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5575 | PA      | $404.17       | 0.00%             | 2027-01-11      | Fixed         | 14.73%                | 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        |      451289 | PA      | $426139.80    | 0.01%             | 2044-09-15      | Variable      | 12.53%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18691 | PA      | $19341.93     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2551 | PA      | $2387.81      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2031 | PA      | $1129.71      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $219.42       | 0.00%             | 2024-01-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $88.99        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173536070.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         969 | PA      | $949.44       | 0.00%             | 2024-01-05      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874163.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5776 | PA      | $5700.27      | 0.00%             | 2026-10-18      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $9.25         | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         463 | PA      | $454.71       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         791 | PA      | $803.03       | 0.00%             | 2025-02-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         222 | PA      | $232.50       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195695.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3579 | PA      | $3523.61      | 0.00%             | 2024-12-07      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2032 | PA      | $757.08       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         828 | PA      | $744.31       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $25.70        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080270.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2738 | PA      | $2727.45      | 0.00%             | 2024-11-19      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         766 | PA      | $689.12       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5211496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $328.89       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647071.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16523 | PA      | $15957.48     | 0.00%             | 2026-10-29      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         528 | PA      | $545.69       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2499 | PA      | $2398.47      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745741.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1336 | PA      | $1300.97      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639355.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3254 | PA      | $3205.49      | 0.00%             | 2027-07-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2196 | PA      | $2105.93      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2343 | PA      | $340.40       | 0.00%             | 2027-01-11      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2460 | PA      | $2269.33      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $200.65       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1367 | PA      | $1417.30      | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076941.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6860 | PA      | $6492.59      | 0.00%             | 2024-11-19      | Fixed         | 13.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $52.24        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636740.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         888 | PA      | $880.37       | 0.00%             | 2027-02-15      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008565.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2855 | PA      | $2815.68      | 0.00%             | 2024-11-09      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4969 | PA      | $4728.91      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $153.74       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1623656.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6473 | PA      | $6407.82      | 0.00%             | 2024-09-21      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700341.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $230.45       | 0.00%             | 2025-01-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1246 | PA      | $718.86       | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634539.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1702 | PA      | $1688.08      | 0.00%             | 2027-02-15      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $1.35         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31412S5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119084 | PA      | $124604.90    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3070 | PA      | $3011.18      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         338 | PA      | $354.96       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38541 | PA      | $35366.83     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050224.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36407 | PA      | $36848.12     | 0.00%             | 2027-03-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645397.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2258 | PA      | $2242.53      | 0.00%             | 2027-02-17      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411928.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4191 | PA      | $4147.54      | 0.00%             | 2027-01-11      | Fixed         | 10.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4030 | PA      | $3747.04      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $85.43        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3623 | PA      | $3544.95      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $17.78        | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.64         | 0.00%             | 2024-01-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                            | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     7900000 | PA      | $6994157.56   | 0.24%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1784 | PA      | $1723.85      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1707590.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4312 | PA      | $622.78       | 0.00%             | 2026-09-14      | Fixed         | 32.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         267 | PA      | $271.17       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         428 | PA      | $415.06       | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2635 | PA      | $2612.26      | 0.00%             | 2026-11-09      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15122204.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11262 | PA      | $11271.40     | 0.00%             | 2027-07-28      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5189604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6502 | PA      | $4652.37      | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407206.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5105 | PA      | $5052.10      | 0.00%             | 2027-01-11      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $50.34        | 0.00%             | 2024-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873018.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         950 | PA      | $945.48       | 0.00%             | 2026-10-18      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3301 | PA      | $3167.07      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5219348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         390 | PA      | $179.16       | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $644.69       | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5632 | PA      | $5282.37      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $106.00       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991924009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.34         | 0.00%             | 2027-07-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $7.31         | 0.00%             | 2024-01-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11258 | PA      | $10754.61     | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711610.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20272 | PA      | $19999.12     | 0.00%             | 2026-09-14      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413478.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3174 | PA      | $226.09       | 0.00%             | 2027-01-11      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6018 | PA      | $5765.23      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $19.62        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1467 | PA      | $1059.97      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3556 | PA      | $3305.40      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197380.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2548 | PA      | $2508.68      | 0.00%             | 2026-12-07      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4282 | PA      | $4056.11      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11939 | PA      | $11819.47     | 0.00%             | 2026-11-09      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3181 | PA      | $2726.06      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991560944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $5.28         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $84.88        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23752 | PA      | $22132.36     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9050 | PA      | $8594.69      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $24.91        | 0.00%             | 2024-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $219.89       | 0.00%             | 2025-01-31      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1617610.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10923 | PA      | $10466.94     | 0.00%             | 2026-09-11      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12441 | PA      | $11083.45     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1628 | PA      | $641.51       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.30         | 0.00%             | 2028-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10876917.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6348 | PA      | $6258.62      | 0.00%             | 2024-10-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163658787.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4391 | PA      | $4062.73      | 0.00%             | 2024-12-23      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7312 | PA      | $5677.71      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $59.43        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6662 | PA      | $6313.03      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2715 | PA      | $2650.45      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         479 | PA      | $463.71       | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1053 | PA      | $1077.04      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2993 | PA      | $1400.90      | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4701939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1446 | PA      | $723.41       | 0.00%             | 2023-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.05        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3087 | PA      | $1883.16      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         326 | PA      | $0.00         | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $58.00        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3059 | PA      | $2982.71      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $19.78        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2003014.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12051 | PA      | $11907.01     | 0.00%             | 2024-11-09      | Fixed         | 22.75%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649812.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1386 | PA      | $1367.84      | 0.00%             | 2024-10-28      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         167 | PA      | $21.25        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3144 | PA      | $2952.03      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36207JCX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          51 | PA      | $51.42        | 0.00%             | 2026-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3144 | PA      | $3077.56      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         878 | PA      | $330.91       | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1366 | PA      | $1336.70      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204805.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9169 | PA      | $9010.66      | 0.00%             | 2026-12-08      | Fixed         | 19.42%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667148.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7339 | PA      | $7056.32      | 0.00%             | 2026-11-10      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16709443.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13659 | PA      | $13793.58     | 0.00%             | 2025-09-02      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638306.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3659 | PA      | $3597.69      | 0.00%             | 2024-09-28      | Fixed         | 21.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1175 | PA      | $1076.73      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076209.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2831 | PA      | $2819.06      | 0.00%             | 2026-11-19      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419136.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6289 | PA      | $459.03       | 0.00%             | 2027-01-12      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4965729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         705 | PA      | $482.31       | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5172 | PA      | $4180.92      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4549 | PA      | $4651.19      | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5557703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1778 | PA      | $1740.19      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636260.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1204 | PA      | $1167.38      | 0.00%             | 2024-09-24      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14865243.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6930 | PA      | $7000.71      | 0.00%             | 2024-06-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4609 | PA      | $4251.69      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6055223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2201 | PA      | $2104.24      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20934 | PA      | $18966.47     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707499.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8273 | PA      | $8236.34      | 0.00%             | 2026-09-14      | Fixed         | 22.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17504832.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20446 | PA      | $20830.35     | 0.00%             | 2027-09-27      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $134.07       | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1410 | PA      | $1372.96      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2402573.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10567 | PA      | $10492.17     | 0.00%             | 2027-01-12      | Fixed         | 32.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         375 | PA      | $387.44       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2866 | PA      | $2784.77      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077667.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1656 | PA      | $1646.97      | 0.00%             | 2026-11-19      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4834054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         595 | PA      | $396.47       | 0.00%             | 2023-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1690 | PA      | $1553.04      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12005996.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10484 | PA      | $10472.71     | 0.00%             | 2027-03-03      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416734.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3946 | PA      | $3914.63      | 0.00%             | 2027-01-12      | Fixed         | 8.22%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         524 | PA      | $533.42       | 0.00%             | 2025-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1122 | PA      | $1143.40      | 0.00%             | 2025-02-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991824369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $59.31        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402281.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13006 | PA      | $12866.83     | 0.00%             | 2025-01-11      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1429 | PA      | $97.66        | 0.00%             | 2025-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $5.84         | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $152.23       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5333 | PA      | $5189.87      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         896 | PA      | $926.03       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $97.25        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4632596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         848 | PA      | $228.91       | 0.00%             | 2023-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $43.94        | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.01        | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2160 | PA      | $2059.25      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13801 | PA      | $3954.17      | 0.00%             | 2023-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2763 | PA      | $2327.59      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $118.44       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644569.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9328 | PA      | $2729.31      | 0.00%             | 2027-02-16      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $147.08       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         458 | PA      | $472.41       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4692 | PA      | $3768.71      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         492 | PA      | $339.13       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $23.47        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4312 | PA      | $4128.78      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         176 | PA      | $183.79       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $1.96         | 0.00%             | 2028-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1156 | PA      | $1122.80      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173997873.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4318 | PA      | $4305.58      | 0.00%             | 2024-01-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         449 | PA      | $366.74       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3810 | PA      | $3065.01      | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2321 | PA      | $1497.59      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409397.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7195 | PA      | $1940.04      | 0.00%             | 2027-01-11      | Fixed         | 18.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1957 | PA      | $1878.08      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $48.78        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200446.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         945 | PA      | $929.59       | 0.00%             | 2026-12-08      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873820.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2861 | PA      | $2845.29      | 0.00%             | 2026-10-18      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006131.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16778 | PA      | $16606.13     | 0.00%             | 2026-11-09      | Fixed         | 12.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710062.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1192 | PA      | $1179.35      | 0.00%             | 2024-09-14      | Fixed         | 30.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         353 | PA      | $263.97       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2349 | PA      | $2397.61      | 0.00%             | 2025-01-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.64         | 0.00%             | 2023-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $132.59       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2501 | PA      | $2431.67      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5321250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1530 | PA      | $943.09       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635087.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6004 | PA      | $5818.21      | 0.00%             | 2024-09-22      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1967 | PA      | $1931.55      | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6146702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8464 | PA      | $8151.74      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12168830.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9327 | PA      | $5691.46      | 0.00%             | 2027-03-07      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $312.52       | 0.00%             | 2025-01-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5551322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $1241.12      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $5.20         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7558 | PA      | $6972.82      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1765 | PA      | $1749.17      | 0.00%             | 2027-01-11      | Fixed         | 24.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.33         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $194.68       | 0.00%             | 2025-01-22      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         513 | PA      | $-29.76       | -0.00%            | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1956 | PA      | $1844.40      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $0.00         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12722 | PA      | $12055.68     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $45.81        | 0.00%             | 2024-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9193 | PA      | $6994.92      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4871810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1547 | PA      | $1215.96      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6213129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       54567 | PA      | $51719.52     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4698 | PA      | $3487.80      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12167178.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23019 | PA      | $7083.29      | 0.00%             | 2027-03-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         273 | PA      | $286.50       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $173.42       | 0.00%             | 2025-01-31      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3356 | PA      | $3453.43      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5262837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2297 | PA      | $1701.48      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         472 | PA      | $488.57       | 0.00%             | 2025-01-19      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873171.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1324 | PA      | $1309.09      | 0.00%             | 2024-10-18      | Fixed         | 22.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6574 | PA      | $6389.74      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991884917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         439 | PA      | $450.30       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202215.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36349 | PA      | $35960.45     | 0.00%             | 2026-12-08      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4099 | PA      | $3603.52      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173856403.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16469 | PA      | $15011.50     | 0.00%             | 2026-01-20      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $189.00       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4670 | PA      | $3114.58      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $142.93       | 0.00%             | 2024-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5304956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2138 | PA      | $1746.11      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $125.38       | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616062.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         308 | PA      | $28.37        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | 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        |     8700000 | PA      | $8534700.00   | 0.29%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         575 | PA      | $558.69       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19608 | PA      | $14159.37     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $69.45        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12033253.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12382 | PA      | $12427.43     | 0.00%             | 2027-02-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $165.09       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $15.72        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5399156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4165 | PA      | $3945.58      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6598 | PA      | $5687.87      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         874 | PA      | $864.80       | 0.00%             | 2026-12-07      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696256.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2427 | PA      | $2362.12      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8650 | PA      | $8598.93      | 0.00%             | 2027-02-16      | Fixed         | 31.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710242.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2638 | PA      | $2624.38      | 0.00%             | 2028-09-14      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5668779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10966 | PA      | $10540.78     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $254.72       | 0.00%             | 2024-02-06      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1804 | PA      | $1659.14      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $234.78       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894435.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         789 | PA      | $687.31       | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1866820.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20987 | PA      | $20869.52     | 0.00%             | 2026-10-18      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12408935.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12427 | PA      | $12386.66     | 0.00%             | 2027-03-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13944 | PA      | $13780.94     | 0.00%             | 2027-03-18      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $76.22        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7564 | PA      | $7451.47      | 0.00%             | 2025-02-15      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.05         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991928651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         442 | PA      | $441.24       | 0.00%             | 2024-02-06      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991562787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1366 | PA      | $1398.72      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415184.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13047 | PA      | $12885.03     | 0.00%             | 2027-01-12      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         631 | PA      | $660.98       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $36.04        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076555.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5646 | PA      | $5604.43      | 0.00%             | 2026-11-19      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         349 | PA      | $356.98       | 0.00%             | 2025-01-31      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005459.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         786 | PA      | $772.65       | 0.00%             | 2025-09-09      | Fixed         | 26.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $148.13       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007936.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3612 | PA      | $3590.73      | 0.00%             | 2026-11-09      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         334 | PA      | $343.25       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991551039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2241 | PA      | $303.62       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $329.39       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $626.35       | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         436 | PA      | $440.83       | 0.00%             | 2024-01-26      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         368 | PA      | $282.94       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9274 | PA      | $8828.07      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2599 | PA      | $2511.65      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11732774.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10527 | PA      | $10493.57     | 0.00%             | 2027-02-04      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4624 | PA      | $-54.52       | -0.00%            | 2026-11-09      | Fixed         | 31.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $119.44       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631008.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         873 | PA      | $863.42       | 0.00%             | 2027-02-15      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $159.54       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409223.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1939 | PA      | $141.80       | 0.00%             | 2027-01-11      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $57.57        | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.40         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721439.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2574 | PA      | $2481.63      | 0.00%             | 2027-02-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5975563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2202 | PA      | $2113.97      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3723 | PA      | $3575.07      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7213 | PA      | $6711.42      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163292439.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7748 | PA      | $7049.98      | 0.00%             | 2025-02-23      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5951894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1846 | PA      | $1791.22      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7102 | PA      | $6407.89      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1724859.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6699 | PA      | $6476.95      | 0.00%             | 2025-02-22      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5785593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2919 | PA      | $2818.40      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637044.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1726 | PA      | $1656.44      | 0.00%             | 2027-02-15      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8543 | PA      | $8403.23      | 0.00%             | 2026-12-08      | Fixed         | 18.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         792 | PA      | $803.94       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         950 | PA      | $969.40       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633906.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2076 | PA      | $150.94       | 0.00%             | 2027-02-15      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818737.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18438 | PA      | $17821.15     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         349 | PA      | $0.00         | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $92.57        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1644 | PA      | $1572.50      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $114.77       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1975 | PA      | $1866.62      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991895441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         911 | PA      | $575.19       | 0.00%             | 2025-02-08      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5178 | PA      | $4736.09      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711260.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1574 | PA      | $1557.76      | 0.00%             | 2026-09-14      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31404NF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17424 | PA      | $18239.48     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $88.84        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.90        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2014-C02, Class 1M2                     | CUSIP: 30711XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2024-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2182 | PA      | $2202.35      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716404.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $0.85         | 0.00%             | 2027-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413170.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6553 | PA      | $6461.05      | 0.00%             | 2027-01-11      | Fixed         | 22.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4116 | PA      | $3906.13      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639706.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4825 | PA      | $4760.74      | 0.00%             | 2025-02-16      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5777 | PA      | $5588.88      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fox Corp.                                                                       | Fox Corp.                                                                          | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1282947.79   | 0.04%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1714 | PA      | $1651.01      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991905123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $128.86       | 0.00%             | 2025-02-07      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5984 | PA      | $5552.18      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         461 | PA      | $368.77       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                       | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                          | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6300000 | PA      | $5619064.50   | 0.19%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         506 | PA      | $39.64        | 0.00%             | 2025-01-29      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.94         | 0.00%             | 2025-02-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $314.92       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006699.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8709 | PA      | $1176.13      | 0.00%             | 2026-11-09      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $32.61        | 0.00%             | 2025-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         920 | PA      | $935.82       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1318 | PA      | $1307.75      | 0.00%             | 2024-09-14      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2022 | PA      | $1940.91      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077308.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2835 | PA      | $-39.71       | -0.00%            | 2027-04-19      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series C                                                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7116152.39   | 0.24%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6199979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       56218 | PA      | $53343.11     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3093 | PA      | $2959.11      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $284.43       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874467.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15985 | PA      | $1151.94      | 0.00%             | 2026-10-18      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636882.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4094 | PA      | $4052.21      | 0.00%             | 2025-02-15      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711280.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18072 | PA      | $17976.11     | 0.00%             | 2026-09-14      | Fixed         | 28.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634161.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3148 | PA      | $3116.25      | 0.00%             | 2025-02-15      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1074 | PA      | $237.07       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170702407.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2760 | PA      | $2688.36      | 0.00%             | 2023-09-28      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         230 | PA      | $157.93       | 0.00%             | 2025-02-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11584 | PA      | $11469.81     | 0.00%             | 2026-12-08      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6174487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2737 | PA      | $2566.19      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $2.28         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $203.82       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077669.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         632 | PA      | $628.51       | 0.00%             | 2024-11-19      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $284.33       | 0.00%             | 2025-01-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2025 | PA      | $1971.51      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8888 | PA      | $7383.30      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         525 | PA      | $363.88       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5793 | PA      | $5746.34      | 0.00%             | 2024-11-09      | Fixed         | 18.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686747.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3744 | PA      | $3625.87      | 0.00%             | 2024-12-16      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $234.00       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416430.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3480 | PA      | $3443.73      | 0.00%             | 2025-01-12      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877458.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15226 | PA      | $14370.43     | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3692 | PA      | $3466.18      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11595022.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12634 | PA      | $12753.20     | 0.00%             | 2024-12-16      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644440.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1192 | PA      | $1131.47      | 0.00%             | 2027-02-16      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1343 | PA      | $1334.44      | 0.00%             | 2027-02-16      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $226.20       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $145.99       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991581013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $26.55        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199876.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1149 | PA      | $1132.18      | 0.00%             | 2026-12-07      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12230 | PA      | $11328.76     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695031.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8563 | PA      | $8155.27      | 0.00%             | 2027-01-13      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $71.79        | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.72        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6317 | PA      | $5929.57      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9346 | PA      | $3292.34      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004915.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6832 | PA      | $6729.92      | 0.00%             | 2024-11-09      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077257.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5193 | PA      | $5175.90      | 0.00%             | 2026-11-19      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410751.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4455 | PA      | $4415.11      | 0.00%             | 2027-01-11      | Fixed         | 34.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6184265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47570 | PA      | $42797.51     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $-7.09        | -0.00%            | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $26.21        | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406986.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4300 | PA      | $4239.63      | 0.00%             | 2027-01-11      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25738288.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         802 | PA      | $7.51         | 0.00%             | 2028-01-08      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709358.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33004 | PA      | $32682.77     | 0.00%             | 2026-09-14      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $88.36        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6030312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27708 | PA      | $25397.35     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4961597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6826 | PA      | $2722.51      | 0.00%             | 2023-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4697 | PA      | $4522.35      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2042 | PA      | $2022.72      | 0.00%             | 2024-11-09      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3399 | PA      | $786.41       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         704 | PA      | $656.58       | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17112272.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20989 | PA      | $21368.49     | 0.00%             | 2026-09-25      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1860167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1385 | PA      | $1368.05      | 0.00%             | 2026-10-18      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650655.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6745 | PA      | $6529.90      | 0.00%             | 2026-10-29      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371HYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2470 | PA      | $2591.24      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         278 | PA      | $41.46        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $51.92        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13096 | PA      | $12248.87     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $152.45       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2142 | PA      | $2227.66      | 0.00%             | 2027-01-29      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639657.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1069 | PA      | $1058.75      | 0.00%             | 2025-02-16      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       58253 | PA      | $54462.10     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12167100.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7663 | PA      | $4365.26      | 0.00%             | 2025-01-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5393796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         820 | PA      | $505.94       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $10.81        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416547.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2040 | PA      | $2021.42      | 0.00%             | 2025-01-12      | Fixed         | 11.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1750 | PA      | $1700.65      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2318 | PA      | $2198.39      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8593 | PA      | $7953.41      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7332 | PA      | $6693.08      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2564 | PA      | $2527.41      | 0.00%             | 2027-02-17      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1499 | PA      | $1452.11      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611384.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7830 | PA      | $7529.10      | 0.00%             | 2026-08-09      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3357 | PA      | $2594.95      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5121651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10821 | PA      | $9517.36      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695688.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4625 | PA      | $4460.35      | 0.00%             | 2025-01-14      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         162 | PA      | $162.21       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1518 | PA      | $1470.87      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         549 | PA      | $569.02       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8667 | PA      | $8612.44      | 0.00%             | 2026-11-09      | Fixed         | 26.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1156 | PA      | $1025.07      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1213 | PA      | $1274.93      | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         363 | PA      | $381.62       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4942 | PA      | $4765.03      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39705 | PA      | $37662.78     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991920714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $90.84        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.17        | 0.00%             | 2025-01-25      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.31        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709668.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1265 | PA      | $1246.64      | 0.00%             | 2026-09-14      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         573 | PA      | $598.63       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991823070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         858 | PA      | $884.08       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6248830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       61851 | PA      | $58367.47     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $-1.99        | -0.00%            | 2025-01-19      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16310 | PA      | $15409.45     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $121.16       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         238 | PA      | $16.89        | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2761 | PA      | $2630.20      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694605.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1796 | PA      | $1710.67      | 0.00%             | 2027-01-13      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         279 | PA      | $288.39       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $46.45        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $131.47       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3422 | PA      | $3322.52      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $25.82        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23204 | PA      | $21403.76     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5327 | PA      | $4852.76      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3084 | PA      | $2947.36      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1617 | PA      | $1576.98      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2440 | PA      | $2339.28      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991915152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         291 | PA      | $290.66       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708103.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2017 | PA      | $1917.17      | 0.00%             | 2027-02-15      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991855938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $286.73       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873109.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7873 | PA      | $7760.85      | 0.00%             | 2026-10-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3957 | PA      | $3854.45      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406988.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4464 | PA      | $4424.07      | 0.00%             | 2027-01-11      | Fixed         | 27.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2417 | PA      | $2342.82      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6891 | PA      | $5805.32      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1211 | PA      | $1142.48      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $67.02        | 0.00%             | 2025-01-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410350.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8728 | PA      | $8649.47      | 0.00%             | 2027-01-11      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2901 | PA      | $2801.26      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2726 | PA      | $-37.97       | -0.00%            | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077511.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4023 | PA      | $1170.55      | 0.00%             | 2026-11-19      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25992 | PA      | $24627.55     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $231.09       | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         852 | PA      | $641.40       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1675265.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18985 | PA      | $18310.38     | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11595106.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11873 | PA      | $12043.64     | 0.00%             | 2027-01-26      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712297.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8230 | PA      | $8107.51      | 0.00%             | 2026-09-14      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638887.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1790 | PA      | $1778.28      | 0.00%             | 2027-02-16      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165291472.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18582 | PA      | $17456.84     | 0.00%             | 2025-09-21      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991876954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.39        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419104.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6745 | PA      | $6681.29      | 0.00%             | 2027-01-12      | Fixed         | 11.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         374 | PA      | $381.12       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         671 | PA      | $683.20       | 0.00%             | 2025-02-06      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005066.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12284 | PA      | $12165.39     | 0.00%             | 2026-11-09      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5610266.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24735 | PA      | $24087.45     | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4182 | PA      | $4060.14      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $21.49        | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $17.97        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610856.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6782 | PA      | $916.57       | 0.00%             | 2024-08-09      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418991.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4532 | PA      | $4498.56      | 0.00%             | 2027-01-12      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407027.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3135 | PA      | $3103.28      | 0.00%             | 2025-01-11      | Fixed         | 9.18%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11401848.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11006 | PA      | $11018.92     | 0.00%             | 2027-01-05      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41477 | PA      | $39770.82     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $135.66       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $155.25       | 0.00%             | 2024-01-24      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5522 | PA      | $5466.95      | 0.00%             | 2027-02-15      | Fixed         | 14.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $961.88       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5093863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10192 | PA      | $3686.20      | 0.00%             | 2023-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $560.18       | 0.00%             | 2027-01-26      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1044 | PA      | $1081.17      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413229.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15124 | PA      | $14965.67     | 0.00%             | 2027-01-11      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646312.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7466 | PA      | $7157.75      | 0.00%             | 2026-10-28      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206862.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4266 | PA      | $4227.11      | 0.00%             | 2026-12-08      | Fixed         | 29.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.91        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $134.29       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1670 | PA      | $1557.73      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.08         | 0.00%             | 2028-02-22      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.13        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1931 | PA      | $1847.47      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1577 | PA      | $1352.56      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4501 | PA      | $4311.15      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200444.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3538 | PA      | $3511.76      | 0.00%             | 2027-05-08      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         693 | PA      | $524.27       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709217.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22199 | PA      | $13192.70     | 0.00%             | 2027-02-14      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $104.50       | 0.00%             | 2024-01-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408774.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3413 | PA      | $3364.86      | 0.00%             | 2027-01-11      | Fixed         | 14.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         158 | PA      | $165.93       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16335567.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11548 | PA      | $1486.03      | 0.00%             | 2024-09-24      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991922743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $84.34        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3024 | PA      | $2115.84      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12164888.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28974 | PA      | $29360.06     | 0.00%             | 2027-03-08      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874384.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1265 | PA      | $1251.04      | 0.00%             | 2024-10-18      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         338 | PA      | $317.59       | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645661.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $0.00         | 0.00%             | 2026-10-27      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $158.52       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39057 | PA      | $37048.09     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2111 | PA      | $2081.72      | 0.00%             | 2026-12-08      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636076.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6540 | PA      | $6452.27      | 0.00%             | 2027-02-15      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22136 | PA      | $21402.03     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5623363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12714 | PA      | $11864.94     | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2891 | PA      | $2701.16      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3656 | PA      | $2952.07      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         378 | PA      | $390.58       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $92.24        | 0.00%             | 2025-01-21      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         694 | PA      | $668.31       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $-0.85        | -0.00%            | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16473194.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11732 | PA      | $11916.38     | 0.00%             | 2024-09-18      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $20.53        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197891.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3484 | PA      | $3445.91      | 0.00%             | 2026-12-07      | Fixed         | 23.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7394 | PA      | $7337.09      | 0.00%             | 2027-02-15      | Fixed         | 6.31%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174172795.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2699 | PA      | $2672.63      | 0.00%             | 2024-01-27      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $218.36       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2672 | PA      | $2590.84      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     7500000 | PA      | $6093193.73   | 0.21%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080023.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7402 | PA      | $536.39       | 0.00%             | 2024-11-19      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         206 | PA      | $213.92       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009608.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18084 | PA      | $17967.84     | 0.00%             | 2026-11-09      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1116 | PA      | $1155.22      | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8165 | PA      | $7653.60      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1689 | PA      | $1334.38      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.06         | 0.00%             | 2028-02-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6166220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3360 | PA      | $3218.10      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $154.57       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1739157.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34866 | PA      | $33708.66     | 0.00%             | 2027-03-18      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13486 | PA      | $12554.63     | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3190 | PA      | $3071.97      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2418 | PA      | $325.33       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5759579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         336 | PA      | $309.44       | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $120.17       | 0.00%             | 2025-02-05      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $145.68       | 0.00%             | 2025-01-26      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $137.82       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4977887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         176 | PA      | $172.96       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         626 | PA      | $636.51       | 0.00%             | 2025-01-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         271 | PA      | $273.40       | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         975 | PA      | $602.45       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $202.23       | 0.00%             | 2025-01-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $205.31       | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636078.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13504 | PA      | $13391.41     | 0.00%             | 2027-02-15      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3614 | PA      | $3377.03      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991869281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $186.71       | 0.00%             | 2024-01-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2790 | PA      | $2122.79      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31210 | PA      | $29902.01     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         562 | PA      | $569.59       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10579 | PA      | $8450.38      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1958 | PA      | $1790.66      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.30        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4255 | PA      | $3949.50      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1441 | PA      | $1127.73      | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631718.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4367 | PA      | $4308.89      | 0.00%             | 2027-02-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $140.04       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15206 | PA      | $14399.37     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640031.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8657 | PA      | $8582.17      | 0.00%             | 2027-02-16      | Fixed         | 14.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204327.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2954 | PA      | $2896.24      | 0.00%             | 2026-12-08      | Fixed         | 22.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         936 | PA      | $951.14       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $8.46         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204149.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4286 | PA      | $4212.23      | 0.00%             | 2026-12-08      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         246 | PA      | $256.37       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Sealed Air Corp.                                                                | Sealed Air Corp.                                                                   | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5655440.00   | 0.19%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16692788.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10576 | PA      | $10723.96     | 0.00%             | 2025-09-10      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2881 | PA      | $2726.53      | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197058.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4328 | PA      | $2572.82      | 0.00%             | 2027-05-07      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $113.29       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2016-C03, Class 1M2                     | CUSIP: 30711XCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     5819274 | PA      | $6031475.49   | 0.20%             | 2028-10-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4145 | PA      | $4103.01      | 0.00%             | 2025-01-11      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $123.40       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4817437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         895 | PA      | $688.62       | 0.00%             | 2023-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         795 | PA      | $580.35       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2238 | PA      | $2343.53      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673720.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12765 | PA      | $12106.69     | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Central Garden & Pet Co.                                                        | Central Garden & Pet Co.                                                           | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4199550.00   | 0.14%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197234.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17012 | PA      | $8988.44      | 0.00%             | 2026-12-07      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3488 | PA      | $3341.01      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         968 | PA      | $933.40       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644170.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23305 | PA      | $23142.13     | 0.00%             | 2027-02-16      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $-0.46        | -0.00%            | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407FKN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9302 | PA      | $9754.38      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $87.78        | 0.00%             | 2025-01-20      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.96         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1093 | PA      | $1114.52      | 0.00%             | 2025-01-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6619 | PA      | $3724.26      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411472.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6769 | PA      | $6655.59      | 0.00%             | 2025-01-11      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         324 | PA      | $22.46        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1670 | PA      | $1047.81      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874119.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12487 | PA      | $12308.76     | 0.00%             | 2026-10-18      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991623327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $32.09        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3587 | PA      | $3362.77      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631763.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6601 | PA      | $6519.37      | 0.00%             | 2025-02-15      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2539 | PA      | $2327.33      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18398 | PA      | $17704.57     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645573.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1784 | PA      | $1677.15      | 0.00%             | 2027-02-17      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410881.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         918 | PA      | $-6.32        | -0.00%            | 2027-01-11      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2732 | PA      | $2601.41      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         679 | PA      | $4.08         | 0.00%             | 2025-01-26      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12556 | PA      | $12098.91     | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         988 | PA      | $990.33       | 0.00%             | 2024-01-19      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         786 | PA      | $797.62       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3396 | PA      | $3248.21      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910344.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2199 | PA      | $2061.36      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172820246.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18850 | PA      | $18338.73     | 0.00%             | 2025-12-30      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4898852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2213 | PA      | $1174.48      | 0.00%             | 2023-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         373 | PA      | $387.72       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5202 | PA      | $814.99       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9298 | PA      | $8794.70      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $199.79       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $136.96       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         561 | PA      | $75.66        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640772.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1451 | PA      | $1377.13      | 0.00%             | 2027-02-16      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414221.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3514 | PA      | $3481.46      | 0.00%             | 2025-01-12      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         968 | PA      | $935.65       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         729 | PA      | $649.27       | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633986.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21911 | PA      | $20582.86     | 0.00%             | 2027-02-15      | Fixed         | 15.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197407.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5264 | PA      | $5207.98      | 0.00%             | 2026-12-07      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2568 | PA      | $2540.93      | 0.00%             | 2025-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640049.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7877 | PA      | $7808.62      | 0.00%             | 2025-02-16      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $0.15         | 0.00%             | 2028-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5203664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1782 | PA      | $736.14       | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.25        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1410 | PA      | $1332.21      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6207705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9270 | PA      | $8652.43      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873722.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5874 | PA      | $5792.92      | 0.00%             | 2026-10-18      | Fixed         | 19.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $195.74       | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417415.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1622 | PA      | $1611.07      | 0.00%             | 2027-01-12      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12464227.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26388 | PA      | $26625.31     | 0.00%             | 2026-03-25      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660333.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3394 | PA      | $3249.60      | 0.00%             | 2026-11-10      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2896 | PA      | $2821.33      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1599782.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3376 | PA      | $3303.44      | 0.00%             | 2026-08-05      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2535 | PA      | $2372.35      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4911 | PA      | $4677.70      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3981 | PA      | $3775.85      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5266715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1625 | PA      | $1549.86      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7876 | PA      | $7424.35      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         702 | PA      | $146.97       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650547.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9718 | PA      | $9329.45      | 0.00%             | 2026-10-29      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409156.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3801 | PA      | $264.94       | 0.00%             | 2027-01-11      | Fixed         | 31.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4496 | PA      | $4074.95      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1622424.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2456 | PA      | $2384.82      | 0.00%             | 2024-08-27      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991882872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         296 | PA      | $303.19       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $28.94        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655325.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16670 | PA      | $16093.50     | 0.00%             | 2026-10-27      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         861 | PA      | $822.10       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630384.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6396 | PA      | $6209.82      | 0.00%             | 2024-09-27      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36910 | PA      | $34358.56     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711131.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1950 | PA      | $1938.74      | 0.00%             | 2026-09-14      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $50.37        | 0.00%             | 2024-01-22      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6025607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14542 | PA      | $14048.83     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200008.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6162 | PA      | $3637.46      | 0.00%             | 2026-12-07      | Fixed         | 27.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $14.39        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $205.69       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         808 | PA      | $775.33       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         800 | PA      | $828.92       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16684485.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20650 | PA      | $20932.78     | 0.00%             | 2026-09-02      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         747 | PA      | $728.40       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10014 | PA      | $9931.33      | 0.00%             | 2027-01-11      | Fixed         | 8.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33104 | PA      | $31410.96     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676915.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6805 | PA      | $6577.62      | 0.00%             | 2024-12-22      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1683092.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3715 | PA      | $3588.28      | 0.00%             | 2025-01-04      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2022-LP2, Class A                             | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8726866 | PA      | $8559900.73   | 0.29%             | 2039-02-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689365.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17146 | PA      | $16334.71     | 0.00%             | 2027-01-14      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1427 | PA      | $655.99       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076263.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2667 | PA      | $2638.29      | 0.00%             | 2026-11-19      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1675466.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7277 | PA      | $1848.93      | 0.00%             | 2027-01-01      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         371 | PA      | $378.19       | 0.00%             | 2025-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636317.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2486 | PA      | $2441.13      | 0.00%             | 2024-09-24      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $103.32       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $148.37       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9965 | PA      | $6451.14      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419040.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1153 | PA      | $1138.62      | 0.00%             | 2027-01-12      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1138 | PA      | $1067.74      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007864.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4360 | PA      | $4332.61      | 0.00%             | 2026-11-09      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $234.21       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         722 | PA      | $684.11       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4798801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $29.28        | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165899098.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3012 | PA      | $354.15       | 0.00%             | 2033-02-04      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006870.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5638 | PA      | $5600.94      | 0.00%             | 2026-11-09      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.69         | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873001.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5996 | PA      | $5938.80      | 0.00%             | 2026-10-18      | Fixed         | 11.14%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173236004.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3678 | PA      | $3630.23      | 0.00%             | 2023-12-23      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827914.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9009 | PA      | $8603.77      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640087.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18808 | PA      | $5421.66      | 0.00%             | 2027-02-16      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1285 | PA      | $196.70       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         248 | PA      | $18.24        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $120.46       | 0.00%             | 2025-01-30      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741033.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $164.14       | 0.00%             | 2024-01-25      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.57         | 0.00%             | 2028-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202846.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16304 | PA      | $16184.17     | 0.00%             | 2027-10-08      | Fixed         | 8.79%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         297 | PA      | $301.38       | 0.00%             | 2025-02-07      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $33.54        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         497 | PA      | $523.45       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1602993.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17365 | PA      | $17079.48     | 0.00%             | 2024-07-23      | Fixed         | 8.70%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5771 | PA      | $5527.81      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5174300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4848 | PA      | $4447.88      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409213.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4908 | PA      | $46.46        | 0.00%             | 2027-01-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         237 | PA      | $246.96       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702149.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7148 | PA      | $6856.44      | 0.00%             | 2025-01-14      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6229186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9835 | PA      | $9297.32      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $-0.37        | -0.00%            | 2027-12-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.63        | 0.00%             | 2024-01-27      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196744.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44521 | PA      | $44045.17     | 0.00%             | 2026-12-07      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9751 | PA      | $4140.94      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206681.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2513 | PA      | $2483.23      | 0.00%             | 2024-12-08      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $10.51        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1345 | PA      | $1267.38      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407003.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6316 | PA      | $451.74       | 0.00%             | 2027-01-11      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1574 | PA      | $1360.31      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.50        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2628 | PA      | $2720.42      | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         348 | PA      | $26.22        | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $-2.17        | -0.00%            | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1581 | PA      | $1484.21      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3915 | PA      | $3717.22      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6166364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8421 | PA      | $6741.15      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| iHeartMedia, Inc.                                                               | iHeartMedia, Inc., Class A                                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      117026 | NS      | $906951.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1920 | PA      | $1870.06      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $77.36        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4746 | PA      | $4641.25      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9835 | PA      | $9396.04      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6252766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21607 | PA      | $20504.57     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23339 | PA      | $22073.69     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1974 | PA      | $1860.51      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1632 | PA      | $1662.36      | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198203.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3420 | PA      | $2035.96      | 0.00%             | 2026-12-07      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         394 | PA      | $401.40       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6185 | PA      | $6077.08      | 0.00%             | 2027-01-11      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $171.93       | 0.00%             | 2025-01-26      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         658 | PA      | $643.95       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413797.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8556 | PA      | $8434.83      | 0.00%             | 2027-01-11      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709591.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11772 | PA      | $9958.34      | 0.00%             | 2025-02-16      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22168 | PA      | $20811.47     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Vivion Investments SARL                                                         | Vivion Investments SARL                                                            | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     1800000 | PA      | $1655294.56   | 0.06%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665852.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7827 | PA      | $7544.67      | 0.00%             | 2024-11-09      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1406 | PA      | $1307.98      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         628 | PA      | $46.72        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7698 | PA      | $7434.80      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006977.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3359 | PA      | $3336.44      | 0.00%             | 2024-11-09      | Fixed         | 17.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1552 | PA      | $1615.87      | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3541 | PA      | $3426.10      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $83.76        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         977 | PA      | $260.57       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170812112.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12370 | PA      | $11725.22     | 0.00%             | 2025-09-29      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5040 | PA      | $4732.09      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709597.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4510 | PA      | $4338.31      | 0.00%             | 2025-02-20      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $-3.31        | -0.00%            | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991823201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $156.27       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $421.16       | 0.00%             | 2025-01-20      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $137.11       | 0.00%             | 2025-02-06      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198050.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4559 | PA      | $4509.65      | 0.00%             | 2026-12-07      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652300.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12208 | PA      | $11675.50     | 0.00%             | 2026-11-08      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.54        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $-10.82       | -0.00%            | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6549 | PA      | $5743.02      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         375 | PA      | $314.94       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12365615.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7424 | PA      | $7448.03      | 0.00%             | 2025-02-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10406165.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15654 | PA      | $15858.36     | 0.00%             | 2026-09-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $143.70       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $38.89        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416458.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2671 | PA      | $2651.06      | 0.00%             | 2027-01-12      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3849 | PA      | $3591.04      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         278 | PA      | $279.15       | 0.00%             | 2025-02-08      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991839936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $210.72       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1666515.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19532 | PA      | $18776.45     | 0.00%             | 2026-11-09      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         888 | PA      | $870.07       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $21.19        | 0.00%             | 2025-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         238 | PA      | $251.30       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411466.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1727 | PA      | $1703.04      | 0.00%             | 2027-01-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.40         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635435.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1783 | PA      | $1721.33      | 0.00%             | 2027-02-15      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2843 | PA      | $2753.91      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639553.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8647 | PA      | $8520.19      | 0.00%             | 2025-02-16      | Fixed         | 23.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408660.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5721 | PA      | $5674.16      | 0.00%             | 2027-01-11      | Fixed         | 7.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         862 | PA      | $842.02       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         844 | PA      | $824.57       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         427 | PA      | $444.13       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7000 | PA      | $6458.95      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5333 | PA      | $5175.39      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199625.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8530 | PA      | $8401.47      | 0.00%             | 2026-12-07      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5801956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10629 | PA      | $10347.38     | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5736169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         886 | PA      | $865.99       | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641584.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45657 | PA      | $42944.75     | 0.00%             | 2027-02-16      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418092.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1334 | PA      | $1325.81      | 0.00%             | 2027-06-12      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3452 | PA      | $3429.63      | 0.00%             | 2026-11-09      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196672.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7449 | PA      | $4249.77      | 0.00%             | 2026-12-07      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $134.48       | 0.00%             | 2025-01-22      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $112.71       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         469 | PA      | $473.10       | 0.00%             | 2025-01-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991856601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         344 | PA      | $358.02       | 0.00%             | 2025-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.62        | 0.00%             | 2025-02-06      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1522 | PA      | $1399.49      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8968 | PA      | $8386.11      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173821408.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11241 | PA      | $11086.36     | 0.00%             | 2026-01-19      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $175.67       | 0.00%             | 2025-01-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5230601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5805 | PA      | $3122.71      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009909.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3798 | PA      | $273.39       | 0.00%             | 2026-11-09      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10133 | PA      | $5487.57      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171055998.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4938 | PA      | $4809.12      | 0.00%             | 2023-10-20      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700219.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $20.04        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416931.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7719 | PA      | $7646.37      | 0.00%             | 2025-01-12      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120787.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5624 | PA      | $5302.64      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $0.00         | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12337990.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6971 | PA      | $7043.96      | 0.00%             | 2027-02-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $66.48        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         599 | PA      | $581.56       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         816 | PA      | $793.24       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991562352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $60.43        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $45.32        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636308.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1826 | PA      | $1769.93      | 0.00%             | 2024-09-24      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8991 | PA      | $6321.96      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197260.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2311 | PA      | $1217.65      | 0.00%             | 2026-12-07      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         835 | PA      | $864.95       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4677655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2993 | PA      | $860.65       | 0.00%             | 2023-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $77.96        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6207030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2419 | PA      | $2323.32      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798404.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $3.56         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10315 | PA      | $10043.24     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7696 | PA      | $4552.93      | 0.00%             | 2027-02-14      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $134.61       | 0.00%             | 2025-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         882 | PA      | $654.66       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873276.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4963 | PA      | $4918.56      | 0.00%             | 2024-10-18      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         510 | PA      | $39.69        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         953 | PA      | $877.30       | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         543 | PA      | $465.53       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991847860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $165.58       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2365 | PA      | $2147.46      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         914 | PA      | $811.16       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2216 | PA      | $2049.46      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10591 | PA      | $9728.39      | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         766 | PA      | $800.91       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $438.51       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $116.86       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5599592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1403 | PA      | $1353.84      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1041 | PA      | $1007.24      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991551664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $49.47        | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2001 | PA      | $1522.56      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24391908.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8424 | PA      | $8892.34      | 0.00%             | 2024-12-06      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4663916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24742 | PA      | $5785.22      | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4618 | PA      | $3743.02      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873349.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1638 | PA      | $1629.40      | 0.00%             | 2026-10-18      | Fixed         | 23.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416866.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2769 | PA      | $2742.54      | 0.00%             | 2027-01-12      | Fixed         | 11.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $68.31        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9697 | PA      | $9510.68      | 0.00%             | 2027-05-07      | Fixed         | 19.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1878 | PA      | $1910.19      | 0.00%             | 2025-02-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1844 | PA      | $1406.80      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644043.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4522 | PA      | $4480.31      | 0.00%             | 2027-02-16      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9647 | PA      | $7031.13      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650901.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12614 | PA      | $12180.97     | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5855 | PA      | $3043.19      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.08         | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637244.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         761 | PA      | $750.21       | 0.00%             | 2025-02-15      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16681827.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8014 | PA      | $8107.97      | 0.00%             | 2024-09-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409091.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1846 | PA      | $920.97       | 0.00%             | 2027-01-11      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3150 | PA      | $2913.41      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $175.28       | 0.00%             | 2025-01-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $69.47        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4581 | PA      | $4188.19      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5264439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1173 | PA      | $872.84       | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708451.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8027 | PA      | $7772.10      | 0.00%             | 2027-02-15      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667178.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8240 | PA      | $7842.89      | 0.00%             | 2026-11-15      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $117.95       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5133917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         570 | PA      | $459.29       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $56.23        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991860077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $45.84        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15844 | PA      | $13977.22     | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2530 | PA      | $2493.07      | 0.00%             | 2026-12-08      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5322288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         323 | PA      | $267.14       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.05        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO Ltd.                                                           | BlueMountain CLO Ltd., Series 2018-1A, Class D                                     | CUSIP: 09629TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4526442.32   | 0.15%             | 2030-07-30      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $156.64       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2907 | PA      | $2882.92      | 0.00%             | 2027-01-11      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12450922.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32132 | PA      | $32157.03     | 0.00%             | 2027-03-10      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416858.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4934 | PA      | $1447.30      | 0.00%             | 2027-01-12      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $16.78        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1220 | PA      | $1159.27      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1745 | PA      | $1433.58      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991923888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $0.75         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201445.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4242 | PA      | $2540.68      | 0.00%             | 2025-05-08      | Fixed         | 27.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11838 | PA      | $11116.89     | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5808714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2316 | PA      | $2254.40      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1331 | PA      | $1261.65      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198942.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16843 | PA      | $16676.25     | 0.00%             | 2026-12-08      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5454 | PA      | $5284.82      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2051923.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1595 | PA      | $1584.02      | 0.00%             | 2026-11-19      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694985.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11510 | PA      | $11664.26     | 0.00%             | 2026-12-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6166019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1032 | PA      | $988.66       | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14411 | PA      | $13510.96     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class A                                             | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |   125940079 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3123 | PA      | $2910.65      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         685 | PA      | $59.27        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $0.00         | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $14.48        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         295 | PA      | $309.94       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714482.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $124.51       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1780 | PA      | $1732.73      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6225966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8066 | PA      | $7638.47      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991609299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1565 | PA      | $1646.31      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         327 | PA      | $328.81       | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5106104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         377 | PA      | $369.68       | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642517.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9482 | PA      | $9370.11      | 0.00%             | 2027-02-16      | Fixed         | 18.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715173.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3012 | PA      | $2888.27      | 0.00%             | 2025-02-15      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $63.66        | 0.00%             | 2024-02-05      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991541730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         914 | PA      | $935.41       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077593.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3208 | PA      | $3178.79      | 0.00%             | 2024-11-19      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637419.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2980 | PA      | $2949.95      | 0.00%             | 2027-02-15      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711215.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4937 | PA      | $4906.96      | 0.00%             | 2026-09-14      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $-2.58        | -0.00%            | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11636 | PA      | $10981.58     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3227 | PA      | $2644.54      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         500 | PA      | $-19.14       | -0.00%            | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3182 | PA      | $3079.02      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WorkCapital BSD SARL                                                            | WorkCapital BSD SARL, Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    20000000 | PA      | $0.00         | 0.00%             | 2038-01-01      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166081454.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18666 | PA      | $18203.74     | 0.00%             | 2025-02-07      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $92.53        | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6283397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10849 | PA      | $10040.60     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.48        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991860678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $15.36        | 0.00%             | 2025-02-06      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $29.51        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2334 | PA      | $2122.38      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         639 | PA      | $573.84       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.45         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5287039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14541 | PA      | $12283.23     | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1228 | PA      | $1039.84      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412410.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6702 | PA      | $6635.57      | 0.00%             | 2027-01-11      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872050.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3499 | PA      | $1015.59      | 0.00%             | 2026-10-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8161 | PA      | $7779.74      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631819.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24965 | PA      | $24735.55     | 0.00%             | 2027-02-16      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1079 | PA      | $1050.79      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2159 | PA      | $1102.73      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008272.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16721 | PA      | $16492.69     | 0.00%             | 2026-11-09      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $2.06         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991580969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1021 | PA      | $1059.50      | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.42         | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5482 | PA      | $5139.28      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413044.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6751 | PA      | $6680.95      | 0.00%             | 2027-01-11      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $279.53       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $63.14        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2794712.00   | 0.09%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30991 | PA      | $7901.75      | 0.00%             | 2027-01-12      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1356 | PA      | $1138.12      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2127 | PA      | $1996.96      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $600.14       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991843451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.63        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         303 | PA      | $-3.25        | -0.00%            | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         429 | PA      | $439.08       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4631402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1331 | PA      | $847.93       | 0.00%             | 2023-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202447.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1769 | PA      | $1753.46      | 0.00%             | 2026-12-08      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         460 | PA      | $479.49       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $139.76       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17112604.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23130 | PA      | $23467.10     | 0.00%             | 2026-09-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5447 | PA      | $4770.48      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991551322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $3.39         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991846751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.37        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6174582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8549 | PA      | $8111.71      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5688 | PA      | $5459.45      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         357 | PA      | $364.85       | 0.00%             | 2025-01-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3999 | PA      | $3695.65      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4657373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3122 | PA      | $800.66       | 0.00%             | 2023-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $237.28       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1895 | PA      | $1836.58      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2030 | PA      | $1914.97      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1331 | PA      | $1228.40      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720594.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         441 | PA      | $454.20       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         366 | PA      | $371.90       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2503 | PA      | $1477.38      | 0.00%             | 2027-05-08      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         793 | PA      | $739.16       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4389 | PA      | $4133.45      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873896.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4507 | PA      | $4234.30      | 0.00%             | 2026-10-18      | Fixed         | 12.61%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173417195.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5754 | PA      | $5610.83      | 0.00%             | 2024-01-09      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4520 | PA      | $4351.06      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         538 | PA      | $32.74        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series A                                                    | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3099977.34   | 0.11%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $72.72        | 0.00%             | 2024-01-31      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3255 | PA      | $3072.41      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8281 | PA      | $8038.37      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $220.57       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872920.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2805 | PA      | $199.17       | 0.00%             | 2026-10-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3301 | PA      | $3172.29      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3530 | PA      | $3265.23      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3282 | PA      | $1130.10      | 0.00%             | 2023-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         501 | PA      | $507.01       | 0.00%             | 2025-02-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         904 | PA      | $869.06       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14010 | PA      | $13217.25     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197007.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2436 | PA      | $2412.51      | 0.00%             | 2028-12-07      | Fixed         | 26.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9833 | PA      | $9332.95      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4929 | PA      | $4855.09      | 0.00%             | 2026-11-09      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12420649.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37428 | PA      | $37855.58     | 0.00%             | 2027-03-15      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1640 | PA      | $1552.14      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1636 | PA      | $1586.50      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5278122.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         496 | PA      | $487.44       | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991580804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $55.90        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.02        | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419336.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18784 | PA      | $18612.28     | 0.00%             | 2027-01-12      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5653079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1778 | PA      | $1739.03      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991565422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $109.41       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991841270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $3.11         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196193.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21314 | PA      | $20989.37     | 0.00%             | 2026-12-07      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196775.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         865 | PA      | $849.62       | 0.00%             | 2026-12-07      | Fixed         | 22.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3216 | PA      | $3055.54      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         364 | PA      | $369.34       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4124 | PA      | $4007.94      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $9.29         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         162 | PA      | $164.66       | 0.00%             | 2024-01-25      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199514.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2353 | PA      | $2328.92      | 0.00%             | 2027-05-07      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2394 | PA      | $1406.83      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1491 | PA      | $863.01       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         995 | PA      | $921.01       | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $80.32        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006347.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5852 | PA      | $827.93       | 0.00%             | 2026-11-09      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2454 | PA      | $1706.70      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162266279.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12945 | PA      | $12520.80     | 0.00%             | 2024-11-22      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $26.51        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1091 | PA      | $554.16       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         306 | PA      | $301.87       | 0.00%             | 2025-01-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4380 | PA      | $4159.47      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5072 | PA      | $4901.87      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5815 | PA      | $5130.79      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6006 | PA      | $5842.84      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634765.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16168 | PA      | $16033.13     | 0.00%             | 2027-02-15      | Fixed         | 26.22%                | No            |                  3 | On Loan: No      |
| Dana, Inc.                                                                      | Dana, Inc.                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8486827.74   | 0.29%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4920 | PA      | $4543.45      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1834 | PA      | $1785.28      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413295.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5601 | PA      | $5519.03      | 0.00%             | 2027-01-11      | Fixed         | 15.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672080.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7325 | PA      | $7049.98      | 0.00%             | 2024-11-19      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         805 | PA      | $780.44       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1768 | PA      | $251.62       | 0.00%             | 2026-11-09      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1101 | PA      | $1020.08      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $5.48         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13862 | PA      | $9147.04      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872459.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         606 | PA      | $599.69       | 0.00%             | 2025-08-18      | Fixed         | 28.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         567 | PA      | $587.06       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077586.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4513 | PA      | $4474.83      | 0.00%             | 2026-11-19      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         300 | PA      | $308.01       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078813.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5467 | PA      | $5416.48      | 0.00%             | 2024-11-19      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008285.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4850 | PA      | $4818.82      | 0.00%             | 2026-11-09      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715149.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21501 | PA      | $20726.98     | 0.00%             | 2027-02-15      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         902 | PA      | $62.85        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1156 | PA      | $1187.30      | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162966512.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10793 | PA      | $9641.44      | 0.00%             | 2025-02-12      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2589493.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13711 | PA      | $13575.46     | 0.00%             | 2027-02-15      | Fixed         | 11.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7427 | PA      | $6946.70      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5519715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20639 | PA      | $19598.11     | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5006 | PA      | $4753.06      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         465 | PA      | $474.04       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12270745.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33931 | PA      | $34033.71     | 0.00%             | 2027-03-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632116.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9311 | PA      | $1379.52      | 0.00%             | 2027-02-15      | Fixed         | 28.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633587.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1523 | PA      | $1510.67      | 0.00%             | 2027-02-15      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $20.25        | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46788 | PA      | $43331.88     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| China Overseas Finance Cayman VI Ltd.                                           | China Overseas Finance Cayman VI Ltd.                                              | CUSIP: N/A<br>LEI: 3003000GRJQBQQJ25K03       | Long             | DBT              | CORP              | KY        |     4000000 | PA      | $4010440.00   | 0.14%             | 2024-05-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         409 | PA      | $423.18       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         470 | PA      | $418.03       | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1347 | PA      | $1125.52      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631994.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4742 | PA      | $4697.84      | 0.00%             | 2027-02-15      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709442.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39691 | PA      | $39324.29     | 0.00%             | 2026-09-14      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5666806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13430 | PA      | $9543.86      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         648 | PA      | $667.10       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12105970.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19045 | PA      | $19310.37     | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408203.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2076 | PA      | $2054.98      | 0.00%             | 2025-01-11      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.40         | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630381.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5908 | PA      | $5811.28      | 0.00%             | 2024-09-27      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1611 | PA      | $1560.21      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409743.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9679 | PA      | $5151.59      | 0.00%             | 2027-01-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4891202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2999 | PA      | $2535.58      | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         726 | PA      | $751.32       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $106.01       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5343 | PA      | $4234.79      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $7.65         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173270899.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27888 | PA      | $26350.76     | 0.00%             | 2026-01-20      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2050 | PA      | $1911.01      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991622450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $42.09        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4357 | PA      | $3964.14      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9746 | PA      | $9488.56      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         972 | PA      | $932.91       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1999 | PA      | $1927.64      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.54         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16834 | PA      | $15284.35     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1696480.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3632 | PA      | $3515.06      | 0.00%             | 2025-01-18      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3955 | PA      | $3806.33      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637042.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6894 | PA      | $6825.75      | 0.00%             | 2027-02-15      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.99        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653476.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1947 | PA      | $1876.40      | 0.00%             | 2024-11-09      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         424 | PA      | $431.49       | 0.00%             | 2025-02-01      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         458 | PA      | $446.74       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5651983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1659 | PA      | $1604.80      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $107.14       | 0.00%             | 2025-04-06      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $1.86         | 0.00%             | 2028-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1227 | PA      | $1044.90      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40415 | PA      | $37636.84     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5649633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         623 | PA      | $534.88       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         857 | PA      | $839.33       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173241001.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1372 | PA      | $1356.12      | 0.00%             | 2023-12-29      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205691.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40734 | PA      | $40147.50     | 0.00%             | 2026-12-08      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1023 | PA      | $1076.09      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11120 | PA      | $8190.29      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1374 | PA      | $1357.18      | 0.00%             | 2024-11-09      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1566 | PA      | $1504.01      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.38        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1232 | PA      | $1266.83      | 0.00%             | 2027-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17498465.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17935 | PA      | $18110.87     | 0.00%             | 2025-09-27      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680283.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3044 | PA      | $2937.80      | 0.00%             | 2024-12-16      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3181 | PA      | $2899.04      | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1068632.81   | 0.04%             | 2025-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14879 | PA      | $14443.80     | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14174 | PA      | $13571.71     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5213804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1028 | PA      | $993.18       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078858.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14893 | PA      | $14724.44     | 0.00%             | 2026-11-19      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648793.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8676 | PA      | $8403.72      | 0.00%             | 2026-11-02      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $146.69       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $107.74       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5807056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4002 | PA      | $3450.52      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         330 | PA      | $336.96       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415035.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10204 | PA      | $10106.01     | 0.00%             | 2027-01-12      | Fixed         | 12.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8295 | PA      | $7741.96      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634883.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7091 | PA      | $6973.86      | 0.00%             | 2027-02-15      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.07        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $81.56        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5548 | PA      | $5747.94      | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $369.77       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         667 | PA      | $634.28       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $149.00       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1711 | PA      | $1650.91      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         298 | PA      | $291.89       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640344.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1816 | PA      | $1799.57      | 0.00%             | 2025-02-16      | Fixed         | 14.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17479345.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4216 | PA      | $4273.21      | 0.00%             | 2024-09-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $0.00         | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077645.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1880 | PA      | $1856.93      | 0.00%             | 2025-04-19      | Fixed         | 27.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11395504.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8590 | PA      | $896.36       | 0.00%             | 2025-01-08      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10450 | PA      | $7813.52      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5321784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7616 | PA      | $7216.32      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14540 | PA      | $11165.70     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15874 | PA      | $15362.74     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $249.41       | 0.00%             | 2025-02-02      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $97.53        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008918.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6187 | PA      | $6102.93      | 0.00%             | 2026-11-09      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200539.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4774 | PA      | $4732.46      | 0.00%             | 2026-12-08      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991912074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $9.15         | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6267 | PA      | $5738.79      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5038686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         847 | PA      | $820.13       | 0.00%             | 2023-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $311.09       | 0.00%             | 2025-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12379303.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21451 | PA      | $21738.76     | 0.00%             | 2027-03-16      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204932.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13250 | PA      | $13107.89     | 0.00%             | 2026-12-08      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         380 | PA      | $392.26       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         488 | PA      | $456.52       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5363906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3423 | PA      | $3336.61      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7768 | PA      | $7683.57      | 0.00%             | 2025-02-16      | Fixed         | 7.14%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418697.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3955 | PA      | $3896.08      | 0.00%             | 2027-01-12      | Fixed         | 22.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10281 | PA      | $9730.59      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2466 | PA      | $1564.50      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991850107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $46.48        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603741.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4419 | PA      | $4255.77      | 0.00%             | 2024-08-06      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646066.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12493 | PA      | $11976.73     | 0.00%             | 2026-10-28      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16335596.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25012 | PA      | $25403.26     | 0.00%             | 2027-09-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36202TP26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15214 | PA      | $15771.62     | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8421 | PA      | $8201.91      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2314 | PA      | $2093.40      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5676920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1571 | PA      | $1546.45      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         745 | PA      | $565.30       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5707 | PA      | $4636.45      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         396 | PA      | $416.04       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2420304.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1726 | PA      | $1707.55      | 0.00%             | 2025-01-12      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6344 | PA      | $6041.64      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5323101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3595 | PA      | $3062.45      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1405 | PA      | $1359.95      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.91        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204817.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4473 | PA      | $10.79        | 0.00%             | 2025-05-08      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628338.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6175 | PA      | $5984.91      | 0.00%             | 2024-09-22      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         193 | PA      | $43.17        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201547.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2189 | PA      | $2168.50      | 0.00%             | 2026-12-08      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417708.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8938 | PA      | $8878.92      | 0.00%             | 2027-01-12      | Fixed         | 28.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2392 | PA      | $2315.55      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1070 | PA      | $1089.36      | 0.00%             | 2025-01-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873658.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28783 | PA      | $28554.02     | 0.00%             | 2026-10-18      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12680 | PA      | $11976.30     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991914065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $155.77       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1735 | PA      | $1025.13      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.44        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $45.84        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5127 | PA      | $4936.70      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10410 | PA      | $8800.56      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991580041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         319 | PA      | $323.44       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2563 | PA      | $2430.63      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $46.38        | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8545 | PA      | $8175.17      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17485387.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34816 | PA      | $35416.69     | 0.00%             | 2027-09-27      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196680.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5224 | PA      | $5130.28      | 0.00%             | 2026-12-07      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1713725.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6607 | PA      | $6352.63      | 0.00%             | 2025-02-23      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $32.27        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36200NTS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4065 | PA      | $4203.74      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2021838.00   | 0.07%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201862.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3480 | PA      | $3439.34      | 0.00%             | 2024-12-08      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1440 | PA      | $1384.30      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12381356.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11497 | PA      | $11637.67     | 0.00%             | 2025-03-24      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $81.40        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.42        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5298672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4429 | PA      | $4328.30      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3219 | PA      | $2906.65      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009655.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2742 | PA      | $2708.86      | 0.00%             | 2024-11-09      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $67.82        | 0.00%             | 2027-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         368 | PA      | $18.29        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4219 | PA      | $4028.50      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199208.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2970 | PA      | $1786.10      | 0.00%             | 2024-12-07      | Fixed         | 25.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416507.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3540 | PA      | $950.99       | 0.00%             | 2025-01-12      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22746 | PA      | $21726.15     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6111911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15496 | PA      | $14765.87     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $121.09       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         642 | PA      | $674.34       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203473.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1928 | PA      | $1895.79      | 0.00%             | 2026-12-08      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $198.75       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9834 | PA      | $9132.28      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708907.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13149 | PA      | $12527.48     | 0.00%             | 2027-02-15      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872998.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         859 | PA      | $847.67       | 0.00%             | 2026-10-18      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $0.41         | 0.00%             | 2027-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.31        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $238.17       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $186.04       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1575 | PA      | $1492.34      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1575 | PA      | $1531.38      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2040 | PA      | $362.23       | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991622139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         512 | PA      | $510.29       | 0.00%             | 2024-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8144 | PA      | $7789.21      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6597 | PA      | $6160.53      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164050345.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14366 | PA      | $13780.02     | 0.00%             | 2024-12-31      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6027 | PA      | $4431.70      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1773 | PA      | $1716.83      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200947.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3981 | PA      | $2351.69      | 0.00%             | 2026-12-08      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1416 | PA      | $1381.74      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4322 | PA      | $4283.93      | 0.00%             | 2027-01-12      | Fixed         | 18.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2165 | PA      | $2014.01      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004937.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4451 | PA      | $4413.47      | 0.00%             | 2024-11-09      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197657.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3537 | PA      | $3508.34      | 0.00%             | 2026-12-08      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         756 | PA      | $773.75       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643411.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5109 | PA      | $5067.84      | 0.00%             | 2027-12-16      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.82        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $115.08       | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676534.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12643 | PA      | $12074.22     | 0.00%             | 2026-12-21      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199475.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3946 | PA      | $1136.24      | 0.00%             | 2027-05-08      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991844850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $121.34       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         575 | PA      | $513.66       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $-0.88        | -0.00%            | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2564 | PA      | $1187.38      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19326 | PA      | $18545.92     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991823324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1425 | PA      | $1446.34      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                | Jaguar Land Rover Automotive plc                                                   | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    11800000 | PA      | $9424542.00   | 0.32%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $100.87       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09759707.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6570 | PA      | $6589.25      | 0.00%             | 2027-02-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708585.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24807 | PA      | $24657.39     | 0.00%             | 2026-09-14      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         590 | PA      | $565.16       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6039429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7203 | PA      | $6816.18      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36208NZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          43 | PA      | $43.08        | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1083 | PA      | $1127.96      | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4765 | PA      | $4638.58      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5257274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         660 | PA      | $439.31       | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4690 | PA      | $4501.35      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2207019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1455 | PA      | $1438.19      | 0.00%             | 2026-12-08      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4947272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1224 | PA      | $693.43       | 0.00%             | 2023-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991895535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         237 | PA      | $16.67        | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873242.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1945 | PA      | $1927.04      | 0.00%             | 2024-10-18      | Fixed         | 21.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007502.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9297 | PA      | $668.18       | 0.00%             | 2026-11-09      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050179.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13965 | PA      | $14158.63     | 0.00%             | 2026-03-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634599.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15280 | PA      | $2289.95      | 0.00%             | 2027-02-16      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         349 | PA      | $362.52       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2698 | PA      | $2577.73      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12176796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23918 | PA      | $24240.60     | 0.00%             | 2027-03-22      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6621 | PA      | $6143.96      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14891119.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45120 | PA      | $45634.39     | 0.00%             | 2026-07-24      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4734 | PA      | $326.52       | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison Park Euro Funding VIII DAC                                              | Madison Park Euro Funding VIII DAC, Series 8A, Class BRN                           | CUSIP: N/A<br>LEI: 635400Y8CTGVSWYFMB36       | Long             | ABS-CBDO         | CORP              | IE        |     4100000 | PA      | $4272613.01   | 0.15%             | 2032-04-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6248726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2288 | PA      | $2160.80      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1678466.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5438 | PA      | $5257.76      | 0.00%             | 2024-12-24      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $10.34        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5072967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         717 | PA      | $535.57       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         542 | PA      | $455.57       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $128.92       | 0.00%             | 2024-02-05      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $145.48       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4433 | PA      | $3289.29      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31408HB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237875 | PA      | $244728.88    | 0.01%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1119 | PA      | $1071.39      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $0.02         | 0.00%             | 2025-01-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15174 | PA      | $14464.32     | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828435.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5347 | PA      | $5114.87      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16636359.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23683 | PA      | $24034.55     | 0.00%             | 2026-07-30      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730145.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         884 | PA      | $69.67        | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $144.05       | 0.00%             | 2024-02-07      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3665 | PA      | $275.32       | 0.00%             | 2025-01-21      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $254.44       | 0.00%             | 2025-01-20      | Fixed         | 26.94%                | 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        |     6000000 | PA      | $5443680.00   | 0.18%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         735 | PA      | $748.00       | 0.00%             | 2025-01-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1982018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4042 | PA      | $4011.07      | 0.00%             | 2026-11-09      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $72.25        | 0.00%             | 2025-02-05      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459489.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35387 | PA      | $20148.87     | 0.00%             | 2027-02-01      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201347.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2351 | PA      | $679.68       | 0.00%             | 2026-12-08      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073639.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2271 | PA      | $340.84       | 0.00%             | 2024-11-19      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16637461.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18068 | PA      | $18301.88     | 0.00%             | 2027-09-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         313 | PA      | $313.07       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $54.61        | 0.00%             | 2024-01-23      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6357160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20376 | PA      | $19090.81     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075161.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30115 | PA      | $29780.47     | 0.00%             | 2027-04-19      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $168.37       | 0.00%             | 2025-01-22      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991536929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1150 | PA      | $1182.58      | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419498.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8247 | PA      | $242.20       | 0.00%             | 2025-01-12      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13735 | PA      | $13142.94     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $224.23       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009830.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24797 | PA      | $14597.44     | 0.00%             | 2027-04-09      | Fixed         | 28.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10771 | PA      | $10029.49     | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         476 | PA      | $370.14       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9668 | PA      | $9466.40      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         410 | PA      | $418.70       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         599 | PA      | $583.41       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $7.43         | 0.00%             | 2027-08-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2112 | PA      | $2032.39      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.36        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $0.82         | 0.00%             | 2027-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8493 | PA      | $8109.27      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009613.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11143 | PA      | $11069.06     | 0.00%             | 2026-11-09      | Fixed         | 23.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409686.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6188 | PA      | $6124.00      | 0.00%             | 2027-01-11      | Fixed         | 24.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $-2.90        | -0.00%            | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2393298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         932 | PA      | $924.84       | 0.00%             | 2027-01-12      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $158.35       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3620 | PA      | $3552.58      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6574 | PA      | $6412.12      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6221348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4911 | PA      | $4636.77      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24415650.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8038 | PA      | $8453.52      | 0.00%             | 2024-11-22      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                                 | PRA Group, Inc.                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6019287.26   | 0.20%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $194.98       | 0.00%             | 2024-02-03      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         463 | PA      | $461.55       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         440 | PA      | $0.00         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1794 | PA      | $1781.98      | 0.00%             | 2024-10-18      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.45         | 0.00%             | 2028-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3163 | PA      | $3076.38      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4551 | PA      | $4144.07      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196904.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5088 | PA      | $5036.31      | 0.00%             | 2026-12-08      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1006 | PA      | $975.41       | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1676 | PA      | $801.62       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198089.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1872 | PA      | $1851.80      | 0.00%             | 2026-12-07      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5516154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12489 | PA      | $4736.52      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3248 | PA      | $2998.02      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12185700.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9687 | PA      | $9789.05      | 0.00%             | 2025-01-23      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16439 | PA      | $15388.90     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631141.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11751 | PA      | $11652.32     | 0.00%             | 2027-02-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19554 | PA      | $18733.68     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         652 | PA      | $664.06       | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         574 | PA      | $455.69       | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641810.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         871 | PA      | $856.94       | 0.00%             | 2025-02-16      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695364.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3618 | PA      | $3466.05      | 0.00%             | 2025-01-14      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5300323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1387 | PA      | $850.74       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5519293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1293 | PA      | $1268.09      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.98         | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         380 | PA      | $246.81       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $201.56       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $161.89       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419328.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4839 | PA      | $4790.35      | 0.00%             | 2025-01-12      | Fixed         | 7.52%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4930391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1090 | PA      | $851.53       | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004983.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19782 | PA      | $19626.60     | 0.00%             | 2026-11-09      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10318 | PA      | $6659.80      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1186 | PA      | $940.71       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2835 | PA      | $2762.48      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         252 | PA      | $262.78       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $330.32       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3069 | PA      | $2840.40      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.04        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36207RJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         219 | PA      | $218.97       | 0.00%             | 2027-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | Bayer US Finance II LLC                                                            | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11383814.40  | 0.39%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                                                   | Deutsche Bank Securities Inc.                                                      | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |     9216753 | PA      | $9216753.14   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.79         | 0.00%             | 2028-02-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4393 | PA      | $4182.78      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413526.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8930 | PA      | $8838.79      | 0.00%             | 2027-01-11      | Fixed         | 27.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         449 | PA      | $465.08       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5552832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         584 | PA      | $569.48       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603750.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6335 | PA      | $6040.36      | 0.00%             | 2026-08-06      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076313.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         866 | PA      | $859.52       | 0.00%             | 2024-11-19      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2008 | PA      | $1880.77      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $13.98        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         434 | PA      | $314.62       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.79         | 0.00%             | 2025-01-26      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.82        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $177.95       | 0.00%             | 2025-01-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $2.25         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201926.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1656 | PA      | $1643.34      | 0.00%             | 2026-12-08      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4274 | PA      | $3962.14      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1020 | PA      | $906.10       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139578.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9394 | PA      | $9528.00      | 0.00%             | 2026-02-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6653 | PA      | $6258.40      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $52.97        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $74.69        | 0.00%             | 2024-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12831 | PA      | $11817.84     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15708 | PA      | $15225.86     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         936 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $243.77       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412970.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26284 | PA      | $26007.52     | 0.00%             | 2027-06-11      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17490514.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5920 | PA      | $6013.05      | 0.00%             | 2024-09-27      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         504 | PA      | $467.19       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072591.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2812 | PA      | $829.16       | 0.00%             | 2026-11-19      | Fixed         | 29.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2831 | PA      | $2714.85      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7558 | PA      | $7152.06      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991543638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $124.72       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631826.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4157 | PA      | $4092.87      | 0.00%             | 2025-02-15      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         436 | PA      | $301.96       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4556 | PA      | $2800.48      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         923 | PA      | $850.34       | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $109.72       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31374FXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         617 | PA      | $625.52       | 0.00%             | 2025-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410858.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1928 | PA      | $1900.81      | 0.00%             | 2027-01-11      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204619.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2197 | PA      | $2176.21      | 0.00%             | 2026-12-08      | Fixed         | 26.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236051.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12098 | PA      | $11620.97     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630264.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2512 | PA      | $2436.88      | 0.00%             | 2024-09-27      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4656958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3103 | PA      | $682.34       | 0.00%             | 2023-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991915193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $94.68        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         853 | PA      | $817.22       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673711.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3757 | PA      | $3620.14      | 0.00%             | 2026-12-21      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         749 | PA      | $0.00         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         981 | PA      | $68.08        | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21328 | PA      | $15731.69     | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $70.86        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1025 | PA      | $1019.84      | 0.00%             | 2024-01-25      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17850 | PA      | $17089.18     | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1412 | PA      | $1284.61      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         406 | PA      | $394.83       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2006 | PA      | $2066.95      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205781.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43464 | PA      | $43054.60     | 0.00%             | 2026-12-08      | Fixed         | 22.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $2.32         | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1710 | PA      | $1600.35      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         531 | PA      | $521.28       | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653332.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13113 | PA      | $12624.79     | 0.00%             | 2024-11-09      | Fixed         | 12.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417548.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12578 | PA      | $12486.47     | 0.00%             | 2027-01-12      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1717273.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9546 | PA      | $557.17       | 0.00%             | 2025-02-20      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873176.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12504 | PA      | $12433.83     | 0.00%             | 2026-10-18      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1191 | PA      | $1149.14      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5289 | PA      | $4976.68      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3034 | PA      | $2927.48      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         602 | PA      | $611.94       | 0.00%             | 2025-01-27      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196730.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15155 | PA      | $14988.71     | 0.00%             | 2026-12-07      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4057 | PA      | $3926.16      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11976 | PA      | $11192.57     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7568 | PA      | $7109.11      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624646.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1866 | PA      | $1830.98      | 0.00%             | 2024-09-22      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $194.59       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $102.10       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009372.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12524 | PA      | $12364.74     | 0.00%             | 2026-11-09      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13033 | PA      | $12235.38     | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173509997.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1690 | PA      | $1634.28      | 0.00%             | 2024-01-06      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $92.34        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $7.72         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $71.74        | 0.00%             | 2025-01-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007372.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3631 | PA      | $102.00       | 0.00%             | 2026-11-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $0.00         | 0.00%             | 2027-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5404 | PA      | $3674.53      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         724 | PA      | $736.30       | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690325.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5153 | PA      | $4916.32      | 0.00%             | 2027-01-18      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21404 | PA      | $15782.75     | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16709500.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46859 | PA      | $47635.22     | 0.00%             | 2027-09-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651394.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16636 | PA      | $15803.31     | 0.00%             | 2026-11-10      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16637910.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17021 | PA      | $8768.62      | 0.00%             | 2027-08-31      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1695 | PA      | $1358.33      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $-8.27        | -0.00%            | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10551 | PA      | $10399.36     | 0.00%             | 2026-12-08      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4424 | PA      | $4311.48      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16085 | PA      | $15509.89     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         444 | PA      | $427.76       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         483 | PA      | $33.31        | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416425.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1086 | PA      | $1068.47      | 0.00%             | 2027-01-12      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31417YZQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9222 | PA      | $9445.21      | 0.00%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416362.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4404 | PA      | $4372.64      | 0.00%             | 2027-01-12      | Fixed         | 23.42%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648288.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10189 | PA      | $9760.90      | 0.00%             | 2026-10-26      | Fixed         | 14.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200524.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6279 | PA      | $6229.25      | 0.00%             | 2026-12-08      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9251 | PA      | $8732.11      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076520.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         874 | PA      | $860.38       | 0.00%             | 2026-11-19      | Fixed         | 25.58%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33000000 | PA      | $32093144.49  | 1.09%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.04        | 0.00%             | 2024-01-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1679 | PA      | $1662.50      | 0.00%             | 2027-06-11      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         337 | PA      | $327.24       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $210.22       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637205.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8416 | PA      | $8125.76      | 0.00%             | 2026-09-27      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2320 | PA      | $2243.54      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3650 | PA      | $3546.48      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1067 | PA      | $880.07       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $300.55       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1363 | PA      | $1305.14      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1607 | PA      | $1140.94      | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $115.79       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3868 | PA      | $3745.39      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5277 | PA      | $5037.94      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4896484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         807 | PA      | $218.37       | 0.00%             | 2023-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075880.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11702 | PA      | $11615.23     | 0.00%             | 2026-11-19      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991599195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         981 | PA      | $67.40        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $146.89       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3795 | PA      | $3652.78      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $82.86        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2116 | PA      | $1815.70      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $116.41       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2172 | PA      | $2029.23      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417114.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1684 | PA      | $1672.42      | 0.00%             | 2027-01-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712574.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4561 | PA      | $4516.22      | 0.00%             | 2027-02-14      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5704368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1656 | PA      | $1602.65      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991886716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $114.37       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $105.05       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11622 | PA      | $11161.94     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cia Securitizadora de Creditos Financeiros Vert-Fintech                         | Cia Securitizadora de Creditos Financeiros Vert-Fintech, Series 12                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    12733484 | PA      | $1478514.39   | 0.05%             | 2024-02-14      | Floating      | 14.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1261 | PA      | $880.14       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         252 | PA      | $255.03       | 0.00%             | 2025-01-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1795 | PA      | $123.67       | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874385.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2954 | PA      | $-230.13      | -0.00%            | 2027-03-18      | Fixed         | 31.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $-11.85       | -0.00%            | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1691 | PA      | $1558.43      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $88.71        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991922749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $2.31         | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         358 | PA      | $359.61       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201886.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1262 | PA      | $1247.18      | 0.00%             | 2024-12-08      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4954 | PA      | $4806.82      | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3594 | PA      | $3401.16      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         667 | PA      | $686.14       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2214 | PA      | $2070.63      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6269774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3085 | PA      | $2858.33      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $20.95        | 0.00%             | 2025-01-22      | 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 2019-42, Class PT | CUSIP: 21055YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      702136 | PA      | $661775.39    | 0.02%             | 2044-11-15      | Variable      | 17.00%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2145 | PA      | $2106.90      | 0.00%             | 2024-12-07      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.01        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $153.54       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         312 | PA      | $314.93       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2397 | PA      | $2307.51      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         364 | PA      | $362.18       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $127.24       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                  | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8499494.81   | 0.29%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008378.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $302.14       | 0.00%             | 2026-11-09      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419517.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5105 | PA      | $376.45       | 0.00%             | 2025-01-12      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.70        | 0.00%             | 2024-01-31      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.52        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         253 | PA      | $258.49       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $2.35         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1779 | PA      | $1699.71      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $80.68        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991581435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $262.42       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $121.36       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $838.36       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                         | Grand Canyon University                                                            | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7118175.00   | 0.24%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991927310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $49.08        | 0.00%             | 2025-02-06      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2962 | PA      | $2859.36      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5085858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         891 | PA      | $347.12       | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991883831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $143.25       | 0.00%             | 2025-02-01      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3980 | PA      | $3656.94      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $158.81       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $119.10       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873866.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         849 | PA      | $844.80       | 0.00%             | 2026-10-18      | Fixed         | 28.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9522 | PA      | $8650.69      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5595020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22959 | PA      | $22383.59     | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $121.47       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1977 | PA      | $2065.09      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205258.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3143 | PA      | $3109.61      | 0.00%             | 2026-12-08      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637214.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4471 | PA      | $4331.28      | 0.00%             | 2024-09-27      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1236 | PA      | $1177.42      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991910619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         443 | PA      | $454.36       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415894.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12439 | PA      | $12370.74     | 0.00%             | 2027-01-12      | Fixed         | 7.44%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627559.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13845 | PA      | $13309.15     | 0.00%             | 2026-09-28      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197252.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         924 | PA      | $913.83       | 0.00%             | 2026-12-07      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660819.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2009 | PA      | $1949.51      | 0.00%             | 2024-11-12      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5466357.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2587 | PA      | $2524.56      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007433.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6375 | PA      | $6331.91      | 0.00%             | 2026-11-09      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5626005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3851 | PA      | $3742.18      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         563 | PA      | $446.34       | 0.00%             | 2024-01-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199581.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1266 | PA      | $1250.20      | 0.00%             | 2024-12-07      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1774 | PA      | $1596.93      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9315 | PA      | $9072.09      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         569 | PA      | $577.47       | 0.00%             | 2025-01-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1988 | PA      | $1928.14      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5137109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4489 | PA      | $1288.58      | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2002309.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1854 | PA      | $1828.90      | 0.00%             | 2026-11-09      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1561 | PA      | $1475.75      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708070.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7368 | PA      | $7063.06      | 0.00%             | 2025-02-15      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $189.70       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5648 | PA      | $5343.97      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4022 | PA      | $4104.28      | 0.00%             | 2025-03-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631781.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2605 | PA      | $2507.20      | 0.00%             | 2027-02-15      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         268 | PA      | $272.57       | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2648 | PA      | $2510.60      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633314.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1009 | PA      | $150.33       | 0.00%             | 2027-02-15      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1934 | PA      | $1065.05      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18147 | PA      | $17335.82     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         190 | PA      | $193.42       | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5219361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3962 | PA      | $3365.70      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639156.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21972 | PA      | $21712.26     | 0.00%             | 2027-02-16      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5260 | PA      | $5202.57      | 0.00%             | 2026-12-07      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635892.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         696 | PA      | $683.76       | 0.00%             | 2027-02-15      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681405.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11045 | PA      | $10614.46     | 0.00%             | 2024-12-28      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         384 | PA      | $397.73       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5786523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11612 | PA      | $11026.57     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10767360 | PA      | $9834471.50   | 0.33%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12433361.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16611 | PA      | $16562.24     | 0.00%             | 2027-03-18      | Fixed         | 18.49%                | 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        |      736387 | PA      | $697237.71    | 0.02%             | 2044-08-15      | Variable      | 17.31%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408600.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3594 | PA      | $3556.57      | 0.00%             | 2027-01-11      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706788.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1513 | PA      | $1504.00      | 0.00%             | 2026-09-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.38         | 0.00%             | 2027-08-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204212.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14467 | PA      | $14335.51     | 0.00%             | 2026-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                                  | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class CR                          | CUSIP: 64131BAJ2<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |     2129630 | PA      | $2057987.08   | 0.07%             | 2030-10-17      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36213WJ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50494 | PA      | $51746.90     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $13.67        | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.03        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         179 | PA      | $175.46       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $193.29       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403MQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14693 | PA      | $15067.36     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633254.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19476 | PA      | $19164.43     | 0.00%             | 2027-02-15      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6714 | PA      | $3962.92      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5270 | PA      | $5118.14      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411090.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4799 | PA      | $4747.79      | 0.00%             | 2025-01-11      | Fixed         | 5.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205623.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9484 | PA      | $9391.05      | 0.00%             | 2026-12-08      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         544 | PA      | $532.81       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4146 | PA      | $2898.80      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17461708.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29870 | PA      | $30398.24     | 0.00%             | 2027-09-27      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4335 | PA      | $4216.90      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10154 | PA      | $9674.91      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008400.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3063 | PA      | $883.03       | 0.00%             | 2026-11-09      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         445 | PA      | $467.16       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $55.85        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15106325.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17939 | PA      | $17982.76     | 0.00%             | 2027-08-28      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413027.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7038 | PA      | $6975.39      | 0.00%             | 2027-01-11      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4598182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $216.87       | 0.00%             | 2023-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078594.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20248 | PA      | $20184.34     | 0.00%             | 2027-04-19      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15754001.91  | 0.54%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1545 | PA      | $1557.18      | 0.00%             | 2025-02-07      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $113.56       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.44        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         266 | PA      | $275.36       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1036 | PA      | $1032.89      | 0.00%             | 2026-11-19      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $51.37        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $121.99       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644661.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2095 | PA      | $2063.72      | 0.00%             | 2027-02-16      | Fixed         | 20.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077781.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1416 | PA      | $1405.39      | 0.00%             | 2024-11-19      | Fixed         | 10.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16630984.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13877 | PA      | $14088.51     | 0.00%             | 2026-09-12      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196810.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4882 | PA      | $4838.94      | 0.00%             | 2026-12-07      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $8.40         | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991878368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $185.72       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2297 | PA      | $2239.39      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4975322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1106 | PA      | $186.45       | 0.00%             | 2023-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-1, Class A1C                          | CUSIP: 10568GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1235499 | PA      | $1204978.12   | 0.04%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3450 | PA      | $3263.82      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         348 | PA      | $0.00         | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407274.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1491 | PA      | $1475.46      | 0.00%             | 2025-01-11      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202979.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1695 | PA      | $1677.98      | 0.00%             | 2026-12-08      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $214.65       | 0.00%             | 2024-01-30      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4043 | PA      | $3719.18      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5083873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4730 | PA      | $3801.91      | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $202.58       | 0.00%             | 2025-01-18      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634252.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5722 | PA      | $5674.09      | 0.00%             | 2027-02-15      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3102 | PA      | $2995.61      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174033162.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         973 | PA      | $972.06       | 0.00%             | 2024-01-21      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3967 | PA      | $3751.66      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6044705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31545 | PA      | $30266.59     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991858699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $37.96        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $15.45        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $33.93        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2027 | PA      | $2108.88      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $85.67        | 0.00%             | 2024-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.46        | 0.00%             | 2025-01-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $257.10       | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1588 | PA      | $1541.63      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2095 | PA      | $1834.73      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $190.30       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3068 | PA      | $2657.40      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $63.95        | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1078 | PA      | $1049.70      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406911.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1865 | PA      | $1837.49      | 0.00%             | 2027-01-11      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633537.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8744 | PA      | $8627.63      | 0.00%             | 2027-02-15      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2181 | PA      | $2015.61      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1651 | PA      | $1621.99      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076862.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5414 | PA      | $5391.10      | 0.00%             | 2026-11-19      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991599797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $97.67        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $45.27        | 0.00%             | 2024-01-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5442 | PA      | $5506.21      | 0.00%             | 2025-01-31      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2751 | PA      | $2711.83      | 0.00%             | 2026-10-18      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         890 | PA      | $919.75       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417716.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1807 | PA      | $1791.16      | 0.00%             | 2025-01-12      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1532 | PA      | $1416.66      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6055177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2364 | PA      | $1982.33      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2605 | PA      | $2455.44      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2194879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16636 | PA      | $16386.36     | 0.00%             | 2026-12-07      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873168.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3224 | PA      | $3207.64      | 0.00%             | 2026-10-18      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $52.74        | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5768433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2416 | PA      | $2061.89      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5579331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         428 | PA      | $419.14       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10463967.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17926 | PA      | $18191.71     | 0.00%             | 2025-10-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC STACR Debt Notes, Series 2014-DN2, Class M3                                  | CUSIP: 3137G0AY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2024-04-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         796 | PA      | $777.45       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $162.65       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9096 | PA      | $8526.49      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5850000 | PA      | $5881513.48   | 0.20%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         532 | PA      | $553.61       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5807888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8076 | PA      | $7491.59      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $115.54       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $8.65         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418717.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3013 | PA      | $2988.54      | 0.00%             | 2027-01-12      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         725 | PA      | $710.56       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $164.16       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410306.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6071 | PA      | $6008.09      | 0.00%             | 2027-01-11      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1402 | PA      | $1173.51      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $119.43       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635638.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7977 | PA      | $7911.38      | 0.00%             | 2027-02-15      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 169579201.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8534 | PA      | $3537.24      | 0.00%             | 2023-09-14      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $0.00         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         688 | PA      | $48.21        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196637.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13005 | PA      | $12863.23     | 0.00%             | 2026-12-07      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.75         | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.57        | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2420285.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2059 | PA      | $2027.06      | 0.00%             | 2027-01-12      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4549 | PA      | $4390.43      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371MCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50434 | PA      | $52908.36     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.36        | 0.00%             | 2024-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2447 | PA      | $2122.82      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $126.31       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173737758.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13837 | PA      | $12948.17     | 0.00%             | 2026-01-28      | Fixed         | 9.59%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6188953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16318 | PA      | $15594.50     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $9.79         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $141.50       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       96272 | PA      | $89922.97     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1718062.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1511 | PA      | $1461.40      | 0.00%             | 2025-02-22      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3085 | PA      | $2950.28      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $101.81       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $153.28       | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626884.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5093 | PA      | $4945.18      | 0.00%             | 2024-09-27      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4982386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1632 | PA      | $1542.27      | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419466.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4859 | PA      | $4827.28      | 0.00%             | 2027-01-12      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1700809.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3688 | PA      | $3609.52      | 0.00%             | 2025-01-24      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1417 | PA      | $1378.22      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7307 | PA      | $7454.46      | 0.00%             | 2025-01-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009600.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3308 | PA      | $3274.90      | 0.00%             | 2024-11-09      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.31        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2426 | PA      | $2356.69      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9680 | PA      | $9035.51      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $74.09        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4941429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1154 | PA      | $1079.35      | 0.00%             | 2023-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         312 | PA      | $235.78       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991893183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $-0.96        | -0.00%            | 2028-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991900228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $17.50        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         288 | PA      | $299.39       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         692 | PA      | $677.70       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $72.14        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415999.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8191 | PA      | $8135.18      | 0.00%             | 2027-01-12      | Fixed         | 26.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         811 | PA      | $794.49       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         481 | PA      | $487.72       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         379 | PA      | $393.02       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16664397.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23525 | PA      | $23910.63     | 0.00%             | 2027-09-13      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2502 | PA      | $2296.84      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21147 | PA      | $20337.18     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408703.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5194 | PA      | $5143.50      | 0.00%             | 2027-01-11      | Fixed         | 23.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5792518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16456 | PA      | $8010.91      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $624.90       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2542 | PA      | $2288.20      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5124518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11686 | PA      | $6581.19      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $260.18       | 0.00%             | 2024-02-04      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13555 | PA      | $12570.13     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5376412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $83.81        | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $7.55         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6266342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2058 | PA      | $1892.68      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631731.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13125 | PA      | $5858.12      | 0.00%             | 2027-08-28      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5825354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5515 | PA      | $2837.20      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $94.60        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006111.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9062 | PA      | $403.32       | 0.00%             | 2026-11-09      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         396 | PA      | $404.78       | 0.00%             | 2025-01-31      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686726.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17508 | PA      | $16806.99     | 0.00%             | 2024-12-16      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12185506.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9762 | PA      | $2129.75      | 0.00%             | 2027-04-09      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203530.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16950 | PA      | $16810.99     | 0.00%             | 2026-12-08      | Fixed         | 9.65%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15995 | PA      | $15309.36     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2015-C03, Class 1M2                     | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     6088380 | PA      | $6368719.05   | 0.22%             | 2025-07-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $9.05         | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1174 | PA      | $196.46       | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4547 | PA      | $2572.65      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13306 | PA      | $12211.45     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Papa John's International, Inc.                                                 | Papa John's International, Inc.                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5599557.54   | 0.19%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690116.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13032 | PA      | $12667.47     | 0.00%             | 2026-12-22      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199215.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2847 | PA      | $2816.78      | 0.00%             | 2026-12-07      | Fixed         | 30.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $230.39       | 0.00%             | 2025-02-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2785 | PA      | $2606.79      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         955 | PA      | $124.89       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10342 | PA      | $9888.14      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $139.68       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $204.15       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $32.12        | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6891 | PA      | $6569.63      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199260.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20406 | PA      | $20176.43     | 0.00%             | 2026-12-07      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.70        | 0.00%             | 2024-01-27      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         312 | PA      | $318.51       | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5335336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8399 | PA      | $8072.31      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4441 | PA      | $4274.69      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12253 | PA      | $11433.76     | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075118.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2272 | PA      | $2263.35      | 0.00%             | 2027-04-19      | Fixed         | 26.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18624 | PA      | $17614.16     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4256 | PA      | $3946.23      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $100.41       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $42.56        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10147 | PA      | $2828.70      | 0.00%             | 2023-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $216.01       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203614.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12866 | PA      | $12645.06     | 0.00%             | 2026-12-08      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1237 | PA      | $1226.04      | 0.00%             | 2026-12-07      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128P7NM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19226 | PA      | $19710.13     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991570854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $169.43       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174087634.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10998 | PA      | $10927.78     | 0.00%             | 2026-01-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.22        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873862.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1228 | PA      | $1217.25      | 0.00%             | 2024-10-18      | Fixed         | 8.52%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         747 | PA      | $772.41       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3223 | PA      | $3023.10      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196990.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14196 | PA      | $7397.88      | 0.00%             | 2027-05-07      | Fixed         | 14.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17385910.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36012 | PA      | $36619.11     | 0.00%             | 2027-09-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         729 | PA      | $714.07       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5691978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2951 | PA      | $2861.36      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $94.74        | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2013-2A, Class A2AR                                          | CUSIP: 92916WAC3<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     2200000 | PA      | $2121492.20   | 0.07%             | 2031-04-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         551 | PA      | $559.11       | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    60659532 | PA      | $59969540.87  | 2.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5320674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1241 | PA      | $521.36       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $13.76        | 0.00%             | 2028-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553649.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1154 | PA      | $1202.93      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1985810.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8452 | PA      | $4686.97      | 0.00%             | 2026-11-09      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6055974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6272 | PA      | $5969.38      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25774309.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4588 | PA      | $352.71       | 0.00%             | 2028-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5415130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1617 | PA      | $1204.43      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $-4.86        | -0.00%            | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009180.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15343 | PA      | $15228.15     | 0.00%             | 2027-04-09      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3112 | PA      | $2966.06      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991918574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         335 | PA      | $343.55       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.06         | 0.00%             | 2028-02-28      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $9.84         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $158.48       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991880949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $72.46        | 0.00%             | 2025-02-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2991 | PA      | $917.90       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991573254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $133.05       | 0.00%             | 2024-01-20      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.20         | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $228.97       | 0.00%             | 2025-02-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17102136.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47156 | PA      | $48002.20     | 0.00%             | 2027-09-27      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5704508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3353 | PA      | $3211.65      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5697302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4468 | PA      | $4328.86      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638105.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5255 | PA      | $5074.90      | 0.00%             | 2026-09-28      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201401.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5830 | PA      | $5768.67      | 0.00%             | 2026-12-08      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         546 | PA      | $572.96       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1476 | PA      | $997.47       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         298 | PA      | $306.88       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $187.86       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         516 | PA      | $352.64       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $84.88        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $143.39       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6297972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24863 | PA      | $23080.74     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12462116.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25536 | PA      | $25663.22     | 0.00%             | 2027-03-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         955 | PA      | $599.88       | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009198.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         900 | PA      | $17.11        | 0.00%             | 2026-11-09      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         977 | PA      | $948.13       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412113.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21016 | PA      | $20796.89     | 0.00%             | 2027-01-11      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1443 | PA      | $1431.71      | 0.00%             | 2026-11-09      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2198 | PA      | $2239.14      | 0.00%             | 2025-01-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5452329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $297.58       | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1219 | PA      | $1189.68      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3105 | PA      | $2357.02      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009364.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4350 | PA      | $4316.76      | 0.00%             | 2026-11-09      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3913 | PA      | $3887.85      | 0.00%             | 2027-02-16      | Fixed         | 22.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $272.16       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $26.85        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         665 | PA      | $637.46       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         454 | PA      | $457.41       | 0.00%             | 2025-02-05      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1013 | PA      | $69.47        | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $3.24         | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $84.50        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5589 | PA      | $5229.02      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11740523.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20335 | PA      | $20620.65     | 0.00%             | 2026-12-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $123.31       | 0.00%             | 2024-02-05      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10268 | PA      | $1583.19      | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1733 | PA      | $1803.28      | 0.00%             | 2025-01-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641042.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1032 | PA      | $1023.29      | 0.00%             | 2027-02-16      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.13         | 0.00%             | 2024-01-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1036 | PA      | $976.75       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1146 | PA      | $1184.37      | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10284 | PA      | $9524.78      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $80.79        | 0.00%             | 2025-01-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         285 | PA      | $0.53         | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2138 | PA      | $1595.29      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1489 | PA      | $1412.71      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         286 | PA      | $278.37       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $228.82       | 0.00%             | 2025-01-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3985 | PA      | $1907.00      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $209.45       | 0.00%             | 2025-02-06      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6202760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8795 | PA      | $8412.68      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873543.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5628 | PA      | $5593.82      | 0.00%             | 2026-10-18      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1950 | PA      | $1862.82      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1475141.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         608 | PA      | $608.39       | 0.00%             | 2023-11-25      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $257.66       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419589.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10379 | PA      | $10279.59     | 0.00%             | 2025-01-12      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5195 | PA      | $2764.72      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195774.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27113 | PA      | $26794.70     | 0.00%             | 2027-05-07      | Fixed         | 11.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $102.80       | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704673.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9211 | PA      | $9155.79      | 0.00%             | 2026-09-14      | Fixed         | 23.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2711 | PA      | $2611.79      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31405RRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71868 | PA      | $74491.53     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991797353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.83        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $20.47        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         691 | PA      | $415.38       | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $228.30       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1473 | PA      | $183.94       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632848.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5057 | PA      | $751.73       | 0.00%             | 2027-02-15      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         405 | PA      | $27.85        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines Pass-Through Trust                                              | United Airlines Pass-Through Trust, Series 2020-1, Class B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      868200 | PA      | $846899.49    | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                           | Las Vegas Sands Corp.                                                              | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $7446099.40   | 0.25%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008185.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3458 | PA      | $3436.15      | 0.00%             | 2026-11-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637386.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6735 | PA      | $6317.47      | 0.00%             | 2027-02-15      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $0.00         | 0.00%             | 2028-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163615560.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7588 | PA      | $7456.50      | 0.00%             | 2024-12-30      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         530 | PA      | $549.02       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         765 | PA      | $803.46       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2025-01-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991622988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $116.42       | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637999.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9625 | PA      | $9539.54      | 0.00%             | 2027-02-16      | Fixed         | 12.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $20.50        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $154.59       | 0.00%             | 2025-02-08      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4057 | PA      | $3929.44      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1012 | PA      | $696.61       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         408 | PA      | $415.79       | 0.00%             | 2025-01-25      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9047 | PA      | $8378.77      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5654677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         474 | PA      | $463.30       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.17        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11706 | PA      | $10987.30     | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.87        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201142.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         892 | PA      | $883.92       | 0.00%             | 2026-12-08      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1100 | PA      | $712.12       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16423 | PA      | $16265.16     | 0.00%             | 2026-11-09      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3884 | PA      | $3759.50      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991824710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         673 | PA      | $689.71       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         874 | PA      | $831.24       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12172519.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12620 | PA      | $12786.66     | 0.00%             | 2027-01-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12124683.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10598 | PA      | $10451.79     | 0.00%             | 2025-03-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $4.77         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $165.61       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $107.70       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         275 | PA      | $282.92       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $4.31         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6029 | PA      | $5769.69      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1513 | PA      | $1421.91      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8711 | PA      | $8160.22      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991534259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2052 | PA      | $2117.40      | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $63.21        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $0.81         | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.51         | 0.00%             | 2028-02-28      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991844958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         889 | PA      | $186.98       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5797129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2741 | PA      | $2604.85      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3700 | PA      | $3628.53      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2373 | PA      | $1810.52      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $196.11       | 0.00%             | 2025-01-31      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5791689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2277 | PA      | $1891.20      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4758 | PA      | $4448.03      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $308.35       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6335162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1356 | PA      | $1249.22      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         306 | PA      | $212.57       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413484.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         936 | PA      | $-9.91        | -0.00%            | 2027-01-11      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $31.53        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         450 | PA      | $152.10       | 0.00%             | 2023-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413322.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8914 | PA      | $8817.59      | 0.00%             | 2027-01-11      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418826.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5139 | PA      | $5079.04      | 0.00%             | 2027-01-12      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6021430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16936 | PA      | $12157.42     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1240 | PA      | $903.75       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4908064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22668 | PA      | $17455.00     | 0.00%             | 2023-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $37.66        | 0.00%             | 2024-01-20      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2974 | PA      | $2888.77      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991858745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         193 | PA      | $196.19       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $94.52        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         441 | PA      | $448.79       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991902084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $0.71         | 0.00%             | 2028-01-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1147 | PA      | $1115.81      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2468 | PA      | $2138.83      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         330 | PA      | $316.83       | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $81.14        | 0.00%             | 2024-01-30      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $1.01         | 0.00%             | 2028-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5815 | PA      | $5767.18      | 0.00%             | 2027-01-11      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $0.00         | 0.00%             | 2025-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         688 | PA      | $683.56       | 0.00%             | 2024-11-19      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991847730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.12        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31537 | PA      | $28550.17     | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         885 | PA      | $900.41       | 0.00%             | 2025-01-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         962 | PA      | $246.74       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         773 | PA      | $751.18       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         601 | PA      | $621.21       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $127.52       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873856.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5010 | PA      | $4938.94      | 0.00%             | 2026-10-18      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $189.62       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1842 | PA      | $128.03       | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202435.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4259 | PA      | $4184.84      | 0.00%             | 2026-12-08      | Fixed         | 17.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         795 | PA      | $764.89       | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10861885.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15684 | PA      | $15883.99     | 0.00%             | 2025-10-17      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7703 | PA      | $7356.16      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5211382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         989 | PA      | $857.02       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $7.30         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7257 | PA      | $6152.09      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $83.38        | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661875.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12608 | PA      | $12112.62     | 0.00%             | 2026-11-15      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         266 | PA      | $256.96       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $64.32        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.26         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2053 | PA      | $1768.08      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991862795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1173 | PA      | $1203.42      | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         474 | PA      | $456.51       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6031778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8872 | PA      | $8517.36      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12412711.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6365 | PA      | $6431.57      | 0.00%             | 2024-03-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008144.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2296 | PA      | $161.50       | 0.00%             | 2028-11-09      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006782.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17351 | PA      | $17241.74     | 0.00%             | 2026-11-09      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200543.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4196 | PA      | $4152.29      | 0.00%             | 2026-12-08      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         871 | PA      | $908.63       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $2.13         | 0.00%             | 2028-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703613.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.47        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $294.80       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633022.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12755 | PA      | $12657.79     | 0.00%             | 2027-02-15      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.68        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $176.18       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201341.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9505 | PA      | $675.51       | 0.00%             | 2026-12-08      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4757 | PA      | $4004.97      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5506550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         484 | PA      | $442.51       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6030293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1628 | PA      | $1578.08      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         708 | PA      | $728.69       | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3368 | PA      | $3247.38      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171271973.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3056 | PA      | $3014.76      | 0.00%             | 2023-10-15      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4972172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1099 | PA      | $881.66       | 0.00%             | 2023-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12164966.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14783 | PA      | $14926.08     | 0.00%             | 2025-01-23      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $346.67       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201324.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4146 | PA      | $4073.88      | 0.00%             | 2026-12-08      | Fixed         | 18.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $50.00        | 0.00%             | 2025-02-05      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         298 | PA      | $311.95       | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1550 | PA      | $1494.73      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1166 | PA      | $1007.61      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         273 | PA      | $267.60       | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991551878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         728 | PA      | $737.18       | 0.00%             | 2025-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632574.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12676 | PA      | $12433.86     | 0.00%             | 2027-02-15      | Fixed         | 20.97%                | 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        |     4600000 | PA      | $4134940.00   | 0.14%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991862959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $311.93       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195741.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1325 | PA      | $1311.08      | 0.00%             | 2026-12-07      | Fixed         | 28.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201763.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6056 | PA      | $5974.53      | 0.00%             | 2026-12-08      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5206 | PA      | $3658.92      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $96.64        | 0.00%             | 2024-02-06      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1510 | PA      | $1232.87      | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1020 | PA      | $965.09       | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21816 | PA      | $20367.97     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $17.58        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7896 | PA      | $6900.96      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1870326.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6822 | PA      | $6748.75      | 0.00%             | 2024-10-18      | Fixed         | 28.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991862866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3095 | PA      | $3173.78      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1522 | PA      | $1364.27      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         556 | PA      | $541.21       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $15.45        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12210758.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10061 | PA      | $10132.14     | 0.00%             | 2024-03-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $219.75       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1533 | PA      | $1471.39      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         752 | PA      | $776.42       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         689 | PA      | $712.16       | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         313 | PA      | $320.88       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         984 | PA      | $961.72       | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         608 | PA      | $0.00         | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1725750.00   | 0.06%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6827 | PA      | $6526.70      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5621993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         263 | PA      | $254.51       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2480000 | PA      | $2420047.74   | 0.08%             | 2036-09-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1463 | PA      | $1448.12      | 0.00%             | 2025-01-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8481 | PA      | $7881.79      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $127.70       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         603 | PA      | $623.18       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $101.44       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         733 | PA      | $747.33       | 0.00%             | 2025-01-23      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634533.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14415 | PA      | $14272.33     | 0.00%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008105.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20502 | PA      | $20229.69     | 0.00%             | 2026-11-09      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630011.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4366 | PA      | $4323.98      | 0.00%             | 2027-02-15      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991652030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $133.63       | 0.00%             | 2025-01-22      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5252966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2234 | PA      | $1208.02      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873504.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1117 | PA      | $1109.94      | 0.00%             | 2026-10-18      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636760.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10153 | PA      | $9568.24      | 0.00%             | 2025-02-15      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1367 | PA      | $1301.84      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711804.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7759 | PA      | $7697.11      | 0.00%             | 2026-09-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12463499.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20557 | PA      | $20718.62     | 0.00%             | 2027-03-24      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $173.16       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010279.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2766 | PA      | $2725.15      | 0.00%             | 2024-11-09      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5377 | PA      | $5090.18      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $427.09       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3873 | PA      | $1591.99      | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30077 | PA      | $28067.09     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25620 | PA      | $23666.42     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         398 | PA      | $400.92       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $106.37       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                      | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     7800000 | PA      | $7497015.01   | 0.25%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7468 | PA      | $7591.36      | 0.00%             | 2025-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         775 | PA      | $656.08       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008422.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4652 | PA      | $4581.84      | 0.00%             | 2026-11-09      | Fixed         | 19.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         507 | PA      | $494.56       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873308.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1315 | PA      | $1294.89      | 0.00%             | 2026-10-18      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $67.75        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $11.71        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         963 | PA      | $796.21       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6207454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8303 | PA      | $7933.35      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $150.14       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $100.86       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $-2.88        | -0.00%            | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873835.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8189 | PA      | $8089.55      | 0.00%             | 2026-10-18      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639361.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1274 | PA      | $1266.36      | 0.00%             | 2027-02-16      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.44        | 0.00%             | 2025-01-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Gap, Inc. (The)                                                                 | Gap, Inc. (The)                                                                    | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1922225.00   | 0.07%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991580751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         298 | PA      | $301.33       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416291.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12874 | PA      | $1875.81      | 0.00%             | 2027-01-12      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         401 | PA      | $420.68       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         248 | PA      | $261.72       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2859 | PA      | $2709.61      | 0.00%             | 2024-06-07      | 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        |      441753 | PA      | $414099.02    | 0.01%             | 2045-04-17      | Variable      | 15.07%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008456.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5223 | PA      | $5156.59      | 0.00%             | 2024-11-09      | Fixed         | 17.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.05         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1650 | PA      | $1458.21      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $52.85        | 0.00%             | 2024-01-21      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         354 | PA      | $361.09       | 0.00%             | 2025-01-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         230 | PA      | $15.86        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12142572.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37945 | PA      | $20537.79     | 0.00%             | 2025-03-07      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $0.00         | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1427 | PA      | $195.93       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1037 | PA      | $896.13       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671206.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         787 | PA      | $-1.44        | -0.00%            | 2025-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $0.07         | 0.00%             | 2027-11-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4584076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         755 | PA      | $384.10       | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7428 | PA      | $7130.11      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3794 | PA      | $3508.49      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640811.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26868 | PA      | $26698.66     | 0.00%             | 2027-02-16      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $81.55        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $78.28        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078706.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6774 | PA      | $6688.92      | 0.00%             | 2026-11-19      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2199 | PA      | $2112.15      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2145 | PA      | $1999.82      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11699 | PA      | $11897.10     | 0.00%             | 2025-02-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15052562.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27295 | PA      | $27725.61     | 0.00%             | 2025-07-29      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2859 | PA      | $2794.47      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         448 | PA      | $71.86        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1688 | PA      | $1621.36      | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         651 | PA      | $606.63       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991876619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.10         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         495 | PA      | $514.40       | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991870524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17508043.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9051 | PA      | $9109.91      | 0.00%             | 2024-09-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10908 | PA      | $10189.43     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162030908.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7037 | PA      | $6387.40      | 0.00%             | 2024-11-19      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3675 | PA      | $3391.43      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $81.59        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         295 | PA      | $289.87       | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         337 | PA      | $353.67       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $8.83         | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6288517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       67263 | PA      | $62899.75     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3485 | PA      | $3303.98      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         707 | PA      | $694.39       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $72.60        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5412541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         540 | PA      | $519.30       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418799.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9917 | PA      | $9861.89      | 0.00%             | 2027-01-12      | Fixed         | 6.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709769.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3226 | PA      | $232.92       | 0.00%             | 2024-09-14      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174204894.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6497 | PA      | $2431.81      | 0.00%             | 2024-02-01      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2339 | PA      | $2149.75      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $65.21        | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991600353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $217.00       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1189 | PA      | $1239.16      | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5477 | PA      | $5236.91      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         680 | PA      | $634.66       | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12173162.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14776 | PA      | $14871.30     | 0.00%             | 2027-01-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2648 | PA      | $2538.61      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5239 | PA      | $4749.97      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4473 | PA      | $4114.63      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15103060.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14667 | PA      | $14672.43     | 0.00%             | 2027-07-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         447 | PA      | $436.74       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $3.26         | 0.00%             | 2024-02-04      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1215 | PA      | $1262.33      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12119897.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17566 | PA      | $17827.19     | 0.00%             | 2026-02-28      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $156.45       | 0.00%             | 2024-01-31      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $159.98       | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873160.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1931 | PA      | $1921.23      | 0.00%             | 2026-10-18      | Fixed         | 30.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2948 | PA      | $2833.84      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         434 | PA      | $192.30       | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710082.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         938 | PA      | $135.44       | 0.00%             | 2027-02-14      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         657 | PA      | $689.99       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991673779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $8.60         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4875 | PA      | $4647.50      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Atlantica Sustainable Infrastructure plc                                        | Atlantica Sustainable Infrastructure plc                                           | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     3400000 | PA      | $3030165.00   | 0.10%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15701 | PA      | $14571.34     | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1133 | PA      | $1180.59      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $176.67       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412083.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4049 | PA      | $4013.10      | 0.00%             | 2027-01-11      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-31      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $167.36       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         328 | PA      | $339.98       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009387.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4319 | PA      | $1237.34      | 0.00%             | 2026-11-09      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11136 | PA      | $10011.95     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644725.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8782 | PA      | $8653.51      | 0.00%             | 2027-02-16      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2351 | PA      | $1981.13      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643228.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4376 | PA      | $4323.72      | 0.00%             | 2027-02-16      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3070 | PA      | $2837.94      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708577.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5772 | PA      | $5699.20      | 0.00%             | 2026-09-14      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $134.85       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         865 | PA      | $0.00         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14882 | PA      | $14745.91     | 0.00%             | 2026-12-08      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8074 | PA      | $8023.29      | 0.00%             | 2026-12-08      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4684185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         417 | PA      | $280.76       | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11724087.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8848 | PA      | $8850.12      | 0.00%             | 2027-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         544 | PA      | $493.81       | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2687 | PA      | $2528.04      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991541578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $63.05        | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $96.06        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $9.91         | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006940.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2547 | PA      | $2503.08      | 0.00%             | 2026-11-09      | Fixed         | 15.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7963 | PA      | $7350.78      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $100.74       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2546 | PA      | $2462.93      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4116 | PA      | $4000.42      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $183.94       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5311109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8894 | PA      | $4005.52      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415078.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3520 | PA      | $3494.95      | 0.00%             | 2027-01-12      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639587.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3529 | PA      | $3477.71      | 0.00%             | 2027-02-16      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5449069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11344 | PA      | $11047.36     | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3550 | PA      | $3519.60      | 0.00%             | 2026-12-08      | Fixed         | 26.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         755 | PA      | $704.84       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991797219.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         490 | PA      | $498.24       | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $65.71        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1723 | PA      | $1665.95      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                     | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5853358.56   | 0.20%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644628.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1341 | PA      | $1330.53      | 0.00%             | 2027-07-16      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $116.85       | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10570 | PA      | $9839.80      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5223661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4331 | PA      | $3869.86      | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5668757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $162.43       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009870.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1997 | PA      | $1980.07      | 0.00%             | 2024-11-09      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4966 | PA      | $4937.89      | 0.00%             | 2026-10-18      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $252.69       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1315 | PA      | $1264.98      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5517 | PA      | $3471.32      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $106.46       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         437 | PA      | $453.31       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                    | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      820000 | PA      | $916205.04    | 0.03%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.13        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1476 | PA      | $1450.88      | 0.00%             | 2026-12-08      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $0.55         | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5339012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         998 | PA      | $975.46       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873797.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3980 | PA      | $3944.13      | 0.00%             | 2026-10-18      | Fixed         | 10.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709227.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1318 | PA      | $1302.78      | 0.00%             | 2026-09-14      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641269.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10374 | PA      | $10312.91     | 0.00%             | 2027-02-16      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         310 | PA      | $21.43        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079168.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9424 | PA      | $9392.81      | 0.00%             | 2026-11-19      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414847.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7726 | PA      | $7653.91      | 0.00%             | 2025-01-12      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413836.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1743 | PA      | $1726.94      | 0.00%             | 2025-01-12      | Fixed         | 10.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         776 | PA      | $758.23       | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708682.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46395 | PA      | $139.53       | 0.00%             | 2028-09-14      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4975653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21200 | PA      | $8055.57      | 0.00%             | 2023-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1485878.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10467 | PA      | $10321.97     | 0.00%             | 2025-12-17      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170462708.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5018 | PA      | $4927.58      | 0.00%             | 2023-09-17      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         356 | PA      | $0.00         | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414026.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1001 | PA      | $993.28       | 0.00%             | 2027-01-12      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171446797.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4161 | PA      | $3997.57      | 0.00%             | 2023-10-28      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199020.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8984 | PA      | $8915.60      | 0.00%             | 2027-05-08      | Fixed         | 29.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.62        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3610 | PA      | $72.25        | 0.00%             | 2025-02-06      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709270.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4631 | PA      | $4603.79      | 0.00%             | 2026-09-14      | Fixed         | 29.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1940 | PA      | $1661.44      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $70.42        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201650.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3393 | PA      | $3358.51      | 0.00%             | 2026-12-08      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $114.67       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $86.45        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1576 | PA      | $1237.83      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611322.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27190 | PA      | $26203.88     | 0.00%             | 2026-08-19      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $115.72       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5494106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11023 | PA      | $10773.73     | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $98.14        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3349 | PA      | $3261.57      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         233 | PA      | $243.35       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $87.17        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26553 | PA      | $25201.87     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991938019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $118.37       | 0.00%             | 2024-02-05      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         494 | PA      | $504.85       | 0.00%             | 2025-01-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624811.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2246 | PA      | $2225.10      | 0.00%             | 2024-09-22      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006841.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3682 | PA      | $3659.82      | 0.00%             | 2026-11-09      | Fixed         | 29.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1136 | PA      | $1042.96      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162318190.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2492 | PA      | $2236.64      | 0.00%             | 2024-12-13      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128P7JU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3881 | PA      | $3978.54      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5759876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2747 | PA      | $2677.12      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4507 | PA      | $4212.08      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991924972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2028-02-04      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.08        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.21         | 0.00%             | 2028-02-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2320 | PA      | $2393.58      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991938119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1395 | PA      | $1430.24      | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4094 | PA      | $3843.34      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         917 | PA      | $883.19       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.06         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11035 | PA      | $10538.26     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1209 | PA      | $735.04       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $2.07         | 0.00%             | 2028-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419361.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1237 | PA      | $1230.04      | 0.00%             | 2027-01-12      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6320 | PA      | $6070.24      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $84.14        | 0.00%             | 2025-01-26      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199654.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4867 | PA      | $4812.52      | 0.00%             | 2026-12-07      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2686648.05   | 0.09%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         578 | PA      | $606.46       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                    | Birch Permian Holdings, Inc.                                                       | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      359948 | NS      | $6299090.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1620 | PA      | $334.34       | 0.00%             | 2025-02-05      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12159528.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13048 | PA      | $13126.47     | 0.00%             | 2027-02-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         401 | PA      | $307.97       | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199844.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8749 | PA      | $8650.16      | 0.00%             | 2027-05-07      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5545859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2405 | PA      | $2337.79      | 0.00%             | 2023-12-13      | None          | 0.00%                 | 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        |    10000000 | PA      | $8321350.00   | 0.28%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         859 | PA      | $655.99       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5867200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2238 | PA      | $2183.68      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1332 | PA      | $413.73       | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642246.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1971 | PA      | $1959.08      | 0.00%             | 2027-02-16      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4300 | PA      | $4272.86      | 0.00%             | 2027-02-16      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649524.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1322 | PA      | $1279.13      | 0.00%             | 2024-10-28      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5140 | PA      | $4983.26      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15116487.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16031 | PA      | $16073.88     | 0.00%             | 2027-07-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $124.52       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2838 | PA      | $1487.26      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         197 | PA      | $197.94       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1413 | PA      | $1396.00      | 0.00%             | 2024-12-07      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5501895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1335 | PA      | $1300.99      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $211.91       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1116 | PA      | $1101.36      | 0.00%             | 2027-01-11      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         281 | PA      | $281.74       | 0.00%             | 2025-02-03      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $116.26       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1429 | PA      | $1311.65      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200188.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4935 | PA      | $4880.07      | 0.00%             | 2026-12-07      | Fixed         | 28.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1064 | PA      | $886.70       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711990.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7790 | PA      | $7743.13      | 0.00%             | 2026-09-14      | Fixed         | 26.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         808 | PA      | $614.26       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1324 | PA      | $796.45       | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9466 | PA      | $8824.77      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1325 | PA      | $1310.33      | 0.00%             | 2024-12-07      | Fixed         | 6.94%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         298 | PA      | $20.44        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2176932.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1814 | PA      | $1784.83      | 0.00%             | 2024-12-08      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1248 | PA      | $737.50       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2064 | PA      | $1579.97      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206888.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5455 | PA      | $5394.93      | 0.00%             | 2024-12-08      | Fixed         | 12.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2850 | PA      | $2550.39      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11011 | PA      | $10308.71     | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.10        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24175 | PA      | $15634.82     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7442 | PA      | $7070.29      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6212456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25819 | PA      | $24459.83     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17497296.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12359 | PA      | $12456.39     | 0.00%             | 2027-09-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         764 | PA      | $788.10       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11833 | PA      | $3368.38      | 0.00%             | 2025-01-11      | Fixed         | 21.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411555.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3151 | PA      | $3119.52      | 0.00%             | 2025-01-11      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $46.85        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1669 | PA      | $1582.47      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5569070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29610 | PA      | $17786.82     | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.30        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991912151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $65.62        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408865.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1504 | PA      | $1471.33      | 0.00%             | 2025-01-11      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10618590.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12744 | PA      | $12744.96     | 0.00%             | 2026-10-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $66.49        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $88.74        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         380 | PA      | $397.48       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075287.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7304 | PA      | $7246.72      | 0.00%             | 2026-11-19      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18670 | PA      | $17211.73     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $390.64       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2821 | PA      | $2644.00      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5085 | PA      | $3749.04      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5609 | PA      | $5368.06      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4808500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16432 | PA      | $13792.26     | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $157.86       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196295.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3739 | PA      | $3702.35      | 0.00%             | 2024-12-07      | Fixed         | 16.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205223.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4388 | PA      | $4348.87      | 0.00%             | 2026-12-08      | Fixed         | 23.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5400184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10212 | PA      | $8087.50      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5001 | PA      | $4676.07      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991912493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         901 | PA      | $114.17       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5505930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1511 | PA      | $548.93       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174050191.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1954 | PA      | $1945.76      | 0.00%             | 2024-01-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642945.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $1293.98      | 0.00%             | 2027-02-16      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         867 | PA      | $758.82       | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411780.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3167 | PA      | $3120.65      | 0.00%             | 2027-01-11      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991912006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $84.48        | 0.00%             | 2024-02-03      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5168750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2545 | PA      | $2358.29      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         781 | PA      | $757.71       | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1603 | PA      | $1558.51      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638305.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9361 | PA      | $9244.69      | 0.00%             | 2027-02-16      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602932.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $291.11       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415988.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16559 | PA      | $16432.31     | 0.00%             | 2027-01-12      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1704465.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15110 | PA      | $0.00         | 0.00%             | 2027-01-19      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $-6.27        | -0.00%            | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         337 | PA      | $354.24       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $120.01       | 0.00%             | 2025-02-05      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $259.26       | 0.00%             | 2025-02-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640475.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3047 | PA      | $3027.82      | 0.00%             | 2027-02-16      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     3150000 | PA      | $36287.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $229.40       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204624.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17596 | PA      | $17441.08     | 0.00%             | 2026-12-08      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2618 | PA      | $1873.77      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         434 | PA      | $303.32       | 0.00%             | 2025-01-19      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635247.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7305 | PA      | $7231.70      | 0.00%             | 2027-02-15      | Fixed         | 10.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $115.65       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643173.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4433 | PA      | $4368.94      | 0.00%             | 2027-02-16      | Fixed         | 23.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $202.79       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196852.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7380 | PA      | $2111.26      | 0.00%             | 2026-12-07      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5223758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         442 | PA      | $403.47       | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407187.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4161 | PA      | $4127.34      | 0.00%             | 2027-01-11      | Fixed         | 8.85%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2228 | PA      | $1963.92      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $100.26       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18462 | PA      | $17510.87     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         316 | PA      | $310.21       | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991907273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         389 | PA      | $399.15       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1060 | PA      | $80.90        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650023.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9104 | PA      | $8835.54      | 0.00%             | 2026-11-04      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732404.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.52         | 0.00%             | 2028-02-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005908.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3788 | PA      | $3730.83      | 0.00%             | 2026-11-09      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         198 | PA      | $201.03       | 0.00%             | 2025-02-06      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.04        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206016.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1828 | PA      | $1793.44      | 0.00%             | 2026-12-08      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2801 | PA      | $2679.87      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077194.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8297 | PA      | $8205.21      | 0.00%             | 2026-11-19      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         758 | PA      | $786.10       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $4.56         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1316 | PA      | $1266.30      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2377 | PA      | $2175.07      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $88.13        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11126 | PA      | $11061.18     | 0.00%             | 2027-02-17      | Fixed         | 6.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12782 | PA      | $11806.47     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SunCoke Energy, Inc.                                                            | SunCoke Energy, Inc.                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5374679.50   | 0.18%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         816 | PA      | $766.70       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         282 | PA      | $286.55       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $54.06        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079956.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5796 | PA      | $5727.68      | 0.00%             | 2026-11-19      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3725 | PA      | $3398.95      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         639 | PA      | $627.63       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2221 | PA      | $2087.91      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007493.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4541 | PA      | $323.33       | 0.00%             | 2026-11-09      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         703 | PA      | $638.19       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164031282.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20146 | PA      | $19252.03     | 0.00%             | 2025-02-28      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         261 | PA      | $20.33        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633900.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4049 | PA      | $144.34       | 0.00%             | 2027-02-15      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $312.27       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3221 | PA      | $3112.23      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196821.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5806 | PA      | $1594.98      | 0.00%             | 2026-12-07      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4232 | PA      | $3738.63      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                        | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9534000 | PA      | $9422855.58   | 0.32%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203685.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3023 | PA      | $2994.02      | 0.00%             | 2026-12-08      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6225507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15252 | PA      | $13399.79     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $0.00         | 0.00%             | 2027-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6067156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         709 | PA      | $506.15       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1931 | PA      | $1641.81      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3183 | PA      | $706.06       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $57.99        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         512 | PA      | $536.69       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5804 | PA      | $5484.59      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632167.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         917 | PA      | $908.91       | 0.00%             | 2027-02-15      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6341647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2805 | PA      | $2592.05      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.66         | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1376 | PA      | $1347.62      | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873590.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5810 | PA      | $5790.27      | 0.00%             | 2024-10-18      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12807 | PA      | $12083.85     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5815259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5803 | PA      | $5532.54      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708478.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3626 | PA      | $3511.72      | 0.00%             | 2025-02-15      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $14.89        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $318.03       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991825654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $195.12       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17011228.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47484 | PA      | $48242.86     | 0.00%             | 2027-09-15      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| CSX Corp.                                                                       | CSX Corp.                                                                          | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1433546.54   | 0.05%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2344 | PA      | $2275.93      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.04        | 0.00%             | 2023-08-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16716169.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13834 | PA      | $14042.04     | 0.00%             | 2025-09-14      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $219.82       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $140.47       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1307 | PA      | $1270.09      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199295.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1777 | PA      | $1745.00      | 0.00%             | 2024-12-07      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         518 | PA      | $506.76       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6117 | PA      | $5974.72      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $1.28         | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076598.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         864 | PA      | $860.76       | 0.00%             | 2026-11-19      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         385 | PA      | $26.56        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5362668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17901 | PA      | $17472.94     | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $4.04         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         517 | PA      | $-2.38        | -0.00%            | 2024-02-03      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $49.81        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3310 | PA      | $3197.05      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $117.28       | 0.00%             | 2025-01-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $171.41       | 0.00%             | 2025-02-05      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412082.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3693 | PA      | $3652.58      | 0.00%             | 2025-01-11      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 158981937.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6377 | PA      | $6283.40      | 0.00%             | 2024-09-26      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $-0.04        | -0.00%            | 2027-10-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         333 | PA      | $326.77       | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2104 | PA      | $1816.84      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $128.86       | 0.00%             | 2024-01-24      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1013 | PA      | $926.71       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $91.55        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $96.74        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1146 | PA      | $1079.15      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009243.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8319 | PA      | $8204.78      | 0.00%             | 2026-11-09      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2570 | PA      | $188.54       | 0.00%             | 2025-01-11      | Fixed         | 12.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20403 | PA      | $19168.22     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6329781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4421 | PA      | $4141.91      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874061.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         629 | PA      | $622.49       | 0.00%             | 2024-10-18      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6229407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6537 | PA      | $6212.30      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $219.23       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5551038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         179 | PA      | $176.09       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5203935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1119 | PA      | $919.13       | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $30.56        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873178.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6316 | PA      | $6255.00      | 0.00%             | 2026-10-18      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.09         | 0.00%             | 2023-03-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28491 | PA      | $26629.87     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $13.13        | 0.00%             | 2025-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4584 | PA      | $4380.90      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $189.94       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991891596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $40.08        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3707 | PA      | $3531.67      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $135.78       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145720.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5356 | PA      | $5117.98      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991937198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $231.28       | 0.00%             | 2024-02-07      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4602 | PA      | $4454.34      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991907914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $150.67       | 0.00%             | 2025-02-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24520 | PA      | $23752.99     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $112.35       | 0.00%             | 2024-01-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1995246.44   | 0.07%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2132 | PA      | $1961.86      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9133 | PA      | $8818.47      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2192178.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6380 | PA      | $6282.04      | 0.00%             | 2026-12-07      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2927 | PA      | $2685.82      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5276774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3264 | PA      | $1540.61      | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11980 | PA      | $11540.05     | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $98.27        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         771 | PA      | $730.60       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626002.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19686 | PA      | $18993.03     | 0.00%             | 2026-09-24      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195122.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4158 | PA      | $4097.26      | 0.00%             | 2025-10-07      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197668.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1741 | PA      | $1719.07      | 0.00%             | 2024-12-07      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8668 | PA      | $8340.75      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10370 | PA      | $9707.06      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $7.16         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641429.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11384 | PA      | $11247.95     | 0.00%             | 2027-02-16      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410271.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1723 | PA      | $1706.73      | 0.00%             | 2027-01-11      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991824433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.43         | 0.00%             | 2028-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $45.28        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641807.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10909 | PA      | $768.75       | 0.00%             | 2027-02-16      | Fixed         | 27.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632904.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3371 | PA      | $3342.91      | 0.00%             | 2027-02-15      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5337 | PA      | $5134.04      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $212.55       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         318 | PA      | $330.86       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12291770.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7998 | PA      | $7988.60      | 0.00%             | 2027-03-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24545726.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.48        | 0.00%             | 2027-11-23      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991626627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $12.89        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6375 | PA      | $6145.94      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1481 | PA      | $1388.74      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1497 | PA      | $121.46       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2145552.00   | 0.07%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3143 | PA      | $3061.77      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $21.99        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $74.88        | 0.00%             | 2025-02-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $69.20        | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         373 | PA      | $371.85       | 0.00%             | 2025-02-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1679 | PA      | $1576.96      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413961.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2694 | PA      | $2666.60      | 0.00%             | 2025-01-12      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $111.54       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         489 | PA      | $507.07       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2150213.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4019 | PA      | $3976.85      | 0.00%             | 2024-12-08      | Fixed         | 8.58%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11695207.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5650 | PA      | $5693.02      | 0.00%             | 2023-12-12      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199199.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7916 | PA      | $7829.94      | 0.00%             | 2026-12-07      | Fixed         | 10.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077993.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2463 | PA      | $2454.66      | 0.00%             | 2027-04-19      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1828 | PA      | $1713.06      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991879983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $2.06         | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3814 | PA      | $3789.15      | 0.00%             | 2027-03-18      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         468 | PA      | $478.41       | 0.00%             | 2025-01-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $166.65       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         368 | PA      | $30.09        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $211.62       | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $10.71        | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $176.83       | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2193881.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3716 | PA      | $3661.98      | 0.00%             | 2026-12-08      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $176.86       | 0.00%             | 2025-02-07      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009998.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1037 | PA      | $1030.17      | 0.00%             | 2026-11-09      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2055 | PA      | $1947.21      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $71.15        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991919905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         515 | PA      | $-33.04       | -0.00%            | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $227.15       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413887.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5004 | PA      | $4954.86      | 0.00%             | 2027-01-12      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722801.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4009 | PA      | $3872.53      | 0.00%             | 2027-02-17      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         222 | PA      | $227.50       | 0.00%             | 2025-01-31      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         612 | PA      | $622.84       | 0.00%             | 2025-01-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4532 | PA      | $4325.09      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707815.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5991 | PA      | $3564.70      | 0.00%             | 2026-09-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $70.04        | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Burnham Park CLO Ltd.                                                           | Burnham Park CLO Ltd., Series 2016-1A, Class BR                                    | CUSIP: 12232KAJ9<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3312920.50   | 0.11%             | 2029-10-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1910 | PA      | $2003.82      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680277.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7041 | PA      | $6802.34      | 0.00%             | 2024-12-16      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873268.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1567 | PA      | $1558.46      | 0.00%             | 2026-10-18      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $193.29       | 0.00%             | 2025-01-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1913 | PA      | $1770.50      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3919 | PA      | $3815.11      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         407 | PA      | $411.19       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $144.56       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17082038.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28936 | PA      | $29437.80     | 0.00%             | 2027-09-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7893 | PA      | $7666.67      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991599071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         341 | PA      | $23.90        | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Presidio Holdings, Inc.                                                         | Presidio Holdings, Inc.                                                            | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10242595.66  | 0.35%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2891 | PA      | $2701.33      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991857568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         427 | PA      | $443.54       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5171 | PA      | $5043.64      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.36        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676819.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26904 | PA      | $25963.06     | 0.00%             | 2026-12-22      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10002 | PA      | $8194.65      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $153.72       | 0.00%             | 2024-01-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $206.22       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196919.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2382 | PA      | $1350.56      | 0.00%             | 2024-12-07      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $10.37        | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12460422.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5030 | PA      | $5097.45      | 0.00%             | 2024-03-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5306117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1066 | PA      | $428.08       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641809.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1924 | PA      | $1912.66      | 0.00%             | 2027-02-16      | Fixed         | 33.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.56        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3110415.00   | 0.11%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20472 | PA      | $19945.83     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5536936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.88         | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6415 | PA      | $6378.22      | 0.00%             | 2026-09-14      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $148.40       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2144 | PA      | $1954.95      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2194438.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5751 | PA      | $5656.69      | 0.00%             | 2027-05-08      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077700.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7261 | PA      | $1094.05      | 0.00%             | 2026-11-19      | Fixed         | 30.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5610 | PA      | $5557.32      | 0.00%             | 2026-12-08      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $29.40        | 0.00%             | 2024-01-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2273 | PA      | $463.76       | 0.00%             | 2023-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8315 | PA      | $7947.93      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407811.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6643 | PA      | $6588.20      | 0.00%             | 2027-01-11      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       95690 | PA      | $88281.54     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $32.25        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12292 | PA      | $11081.75     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24442762.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $52.00        | 0.00%             | 2027-11-30      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $18.78        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5187 | PA      | $3403.40      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $113.07       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| EnLink Midstream LLC                                                            | EnLink Midstream LLC                                                               | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10518500.00  | 0.36%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2246 | PA      | $2136.86      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $179.10       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5561359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1131 | PA      | $1108.31      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4692982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         493 | PA      | $145.10       | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5369700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1078 | PA      | $1051.26      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579435.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16491 | PA      | $16640.18     | 0.00%             | 2027-01-28      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $234.81       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206855.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4284 | PA      | $4242.15      | 0.00%             | 2026-12-08      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17131 | PA      | $16653.08     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459668.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15547 | PA      | $15765.74     | 0.00%             | 2026-03-25      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5408536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $232.24       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4370 | PA      | $4414.29      | 0.00%             | 2025-01-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1454 | PA      | $1368.08      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         345 | PA      | $346.56       | 0.00%             | 2025-01-25      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6107120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8174 | PA      | $7066.19      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1370 | PA      | $1321.69      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706779.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1151 | PA      | $1138.32      | 0.00%             | 2024-09-14      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4365 | PA      | $4323.17      | 0.00%             | 2026-12-08      | Fixed         | 24.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991889105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.29        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3913 | PA      | $3459.21      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12092 | PA      | $11755.74     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3092 | PA      | $2470.13      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991587677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         683 | PA      | $695.37       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640343.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2779 | PA      | $199.73       | 0.00%             | 2027-02-16      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $147.42       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $10.32        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         205 | PA      | $209.06       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Arch Capital Group Ltd.                                                         | Arch Capital Group Ltd.                                                            | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    10000000 | PA      | $7552210.50   | 0.26%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11736995.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7292 | PA      | $7319.42      | 0.00%             | 2024-12-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.68        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6322322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2647 | PA      | $2479.70      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3833 | PA      | $3726.00      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407226.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2979 | PA      | $2948.97      | 0.00%             | 2027-01-11      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15612 | PA      | $15129.45     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| H&E Equipment Services, Inc.                                                    | H&E Equipment Services, Inc.                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $10753263.00  | 0.37%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10941 | PA      | $10209.64     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6212043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9417 | PA      | $8922.45      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23672 | PA      | $21844.83     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5089493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1310 | PA      | $1286.85      | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5238828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19166 | PA      | $14231.53     | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         540 | PA      | $560.13       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.51         | 0.00%             | 2028-02-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4426 | PA      | $4107.67      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006658.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5205 | PA      | $5128.80      | 0.00%             | 2026-11-09      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008894.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4879 | PA      | $4828.18      | 0.00%             | 2026-11-09      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         983 | PA      | $997.97       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199793.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7018 | PA      | $6942.09      | 0.00%             | 2026-12-07      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047900.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6188 | PA      | $5824.79      | 0.00%             | 2026-11-19      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7553 | PA      | $3970.10      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         760 | PA      | $784.40       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1402 | PA      | $1064.85      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.62        | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410843.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3955 | PA      | $3919.33      | 0.00%             | 2027-01-11      | Fixed         | 22.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         399 | PA      | $383.39       | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9607 | PA      | $9026.62      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $1.49         | 0.00%             | 2028-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873166.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16385 | PA      | $16186.37     | 0.00%             | 2026-10-18      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $155.36       | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         675 | PA      | $46.60        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643292.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3737 | PA      | $3687.75      | 0.00%             | 2025-02-16      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $112.26       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5898 | PA      | $5546.73      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.21        | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408318.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3354 | PA      | $3319.41      | 0.00%             | 2027-01-11      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         678 | PA      | $624.24       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5238 | PA      | $4300.47      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991885990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $29.05        | 0.00%             | 2025-02-03      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407473.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2833 | PA      | $2786.90      | 0.00%             | 2027-01-11      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1103 | PA      | $1140.69      | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991930551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         348 | PA      | $356.54       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $295.33       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654657.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16349 | PA      | $15744.34     | 0.00%             | 2024-11-05      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $132.51       | 0.00%             | 2025-01-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6229084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10868 | PA      | $10005.38     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         296 | PA      | $190.65       | 0.00%             | 2025-02-04      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411491.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2168 | PA      | $2131.18      | 0.00%             | 2027-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407539.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10808 | PA      | $403.28       | 0.00%             | 2027-01-11      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12431061.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40180 | PA      | $40870.44     | 0.00%             | 2026-03-24      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688996.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20676 | PA      | $19908.67     | 0.00%             | 2027-01-13      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991623495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $43.01        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3540 | PA      | $3449.81      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170377461.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4266 | PA      | $4200.05      | 0.00%             | 2023-09-28      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $108.66       | 0.00%             | 2024-01-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $41.78        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641930.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9266 | PA      | $9135.33      | 0.00%             | 2027-02-16      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         779 | PA      | $780.80       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5676225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         286 | PA      | $273.75       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2627901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10952 | PA      | $10812.75     | 0.00%             | 2025-02-16      | Fixed         | 28.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $98.98        | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.15         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3170 | PA      | $3048.01      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $68.87        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         895 | PA      | $812.19       | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205067.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9963 | PA      | $9857.18      | 0.00%             | 2026-12-08      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12451319.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10510 | PA      | $10470.89     | 0.00%             | 2027-03-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         580 | PA      | $600.96       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1006 | PA      | $1028.77      | 0.00%             | 2025-01-23      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $49.14        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.40        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $92.17        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414671.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19494 | PA      | $19760.55     | 0.00%             | 2026-03-23      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611513.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15818 | PA      | $15213.71     | 0.00%             | 2026-08-10      | Fixed         | 15.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199632.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4404 | PA      | $4357.88      | 0.00%             | 2026-12-07      | Fixed         | 32.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5030365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         621 | PA      | $596.47       | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644184.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8158 | PA      | $7677.62      | 0.00%             | 2027-02-16      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3239 | PA      | $3025.12      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $82.73        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14249 | PA      | $13410.66     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $265.14       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $82.60        | 0.00%             | 2024-01-22      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204080.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6424 | PA      | $6363.07      | 0.00%             | 2026-12-08      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $108.70       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991838231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.49        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $88.26        | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3135 | PA      | $2716.47      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12287686.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20641 | PA      | $20926.02     | 0.00%             | 2027-03-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.34        | 0.00%             | 2025-01-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10358 | PA      | $9786.68      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605754.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4520 | PA      | $2221.10      | 0.00%             | 2027-07-10      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198358.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2996 | PA      | $2964.59      | 0.00%             | 2026-12-07      | Fixed         | 7.09%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1430 | PA      | $1459.74      | 0.00%             | 2025-01-22      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31406YFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26559 | PA      | $27093.64     | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $1.99         | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410687.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13358 | PA      | $13239.42     | 0.00%             | 2027-01-11      | Fixed         | 27.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2640 | PA      | $-110.21      | -0.00%            | 2025-02-06      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673705.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6926 | PA      | $6648.42      | 0.00%             | 2024-12-16      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4189 | PA      | $4035.34      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12214905.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10530 | PA      | $10640.06     | 0.00%             | 2027-03-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3538 | PA      | $3593.26      | 0.00%             | 2025-02-02      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2626721.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4266 | PA      | $4192.59      | 0.00%             | 2027-02-15      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414012.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8343 | PA      | $8299.50      | 0.00%             | 2027-01-12      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3875 | PA      | $3802.20      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21241 | PA      | $20602.26     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414944.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2146 | PA      | $2107.88      | 0.00%             | 2025-11-12      | Fixed         | 29.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $164.55       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006156.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1321 | PA      | $1313.43      | 0.00%             | 2026-11-09      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631843.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4461 | PA      | $4421.38      | 0.00%             | 2027-02-15      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $8.50         | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2848 | PA      | $2753.75      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007212.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5326 | PA      | $189.93       | 0.00%             | 2025-04-09      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         910 | PA      | $0.00         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12402614.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22921 | PA      | $23275.77     | 0.00%             | 2027-03-21      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $162.87       | 0.00%             | 2024-02-05      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991933341.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $44.97        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5606 | PA      | $4249.35      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200918.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3521 | PA      | $3491.83      | 0.00%             | 2026-12-08      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3483 | PA      | $3359.99      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4038 | PA      | $3864.77      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709421.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2395 | PA      | $2377.77      | 0.00%             | 2024-09-14      | Fixed         | 13.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198176.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3574 | PA      | $3537.79      | 0.00%             | 2026-12-07      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3387 | PA      | $3223.86      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $147.74       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881387.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $36.52        | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6055289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5356 | PA      | $4986.24      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991929779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $57.16        | 0.00%             | 2025-02-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $148.93       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $148.99       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5047 | PA      | $3992.97      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1651 | PA      | $1549.73      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1721 | PA      | $1030.55      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $107.41       | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4809479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $21.74        | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412942.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3415 | PA      | $3385.00      | 0.00%             | 2027-01-11      | Fixed         | 30.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29304 | PA      | $27315.08     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630750.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7347 | PA      | $7129.14      | 0.00%             | 2024-09-27      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873496.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13880 | PA      | $13811.80     | 0.00%             | 2026-10-18      | Fixed         | 22.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1101 | PA      | $1055.57      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $195.19       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2384 | PA      | $2316.45      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711778.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2843 | PA      | $2826.39      | 0.00%             | 2026-09-14      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32669 | PA      | $30848.54     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4967002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1918 | PA      | $1462.38      | 0.00%             | 2023-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201658.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1137 | PA      | $1117.62      | 0.00%             | 2026-12-08      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4307 | PA      | $3892.33      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16074 | PA      | $14915.02     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $273.13       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2065 | PA      | $1983.50      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $41.98        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $4.58         | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872565.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3161 | PA      | $3134.57      | 0.00%             | 2024-10-18      | Fixed         | 13.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5678433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         566 | PA      | $552.24       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6030101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1452 | PA      | $1424.43      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2065 | PA      | $1169.18      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7645 | PA      | $7323.33      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6031987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1372 | PA      | $1237.86      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12176488.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16493 | PA      | $16697.27     | 0.00%             | 2026-03-04      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                    | MPH Acquisition Holdings LLC                                                       | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $5821680.00   | 0.20%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2999 | PA      | $2876.68      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641475.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1574 | PA      | $1494.60      | 0.00%             | 2027-02-16      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4304 | PA      | $2891.07      | 0.00%             | 2023-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15570 | PA      | $14227.05     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         876 | PA      | $881.53       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4692191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9621 | PA      | $3549.67      | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5495504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1089 | PA      | $1027.78      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5946 | PA      | $5875.14      | 0.00%             | 2027-04-19      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $301.78       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631647.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11969 | PA      | $11559.91     | 0.00%             | 2026-09-28      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24668 | PA      | $23941.35     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9257 | PA      | $8660.25      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $162.94       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         295 | PA      | $305.59       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $142.93       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9813 | PA      | $9186.38      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $107.09       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         495 | PA      | $379.99       | 0.00%             | 2024-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1360 | PA      | $885.35       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $99.94        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711904.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16309 | PA      | $16232.83     | 0.00%             | 2026-09-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7424 | PA      | $7272.62      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $6.54         | 0.00%             | 2024-01-21      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991570838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $16.23        | 0.00%             | 2025-01-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2917 | PA      | $2884.92      | 0.00%             | 2025-01-12      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15666 | PA      | $14872.19     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                       | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8150000 | PA      | $8073031.07   | 0.27%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         162 | PA      | $149.46       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.50        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4166 | PA      | $4121.79      | 0.00%             | 2025-01-12      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $4.09         | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5402576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3915 | PA      | $3823.39      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4729437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1097 | PA      | $876.73       | 0.00%             | 2023-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634641.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12426 | PA      | $12321.68     | 0.00%             | 2027-02-15      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $126.33       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077340.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5379 | PA      | $5356.86      | 0.00%             | 2024-11-19      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36200E3D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16614 | PA      | $16960.87     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1675928.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6766 | PA      | $6537.59      | 0.00%             | 2024-12-21      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678960.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $21.41        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $63.07        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12696 | PA      | $12236.01     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         338 | PA      | $356.32       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1145 | PA      | $1055.32      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6269394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2103 | PA      | $1974.87      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $56.47        | 0.00%             | 2024-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $166.07       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5552344.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1767 | PA      | $454.73       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6969 | PA      | $6426.35      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5447 | PA      | $5353.43      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650865.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8291 | PA      | $8007.87      | 0.00%             | 2026-10-29      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2217 | PA      | $2193.92      | 0.00%             | 2025-01-12      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7292 | PA      | $6970.44      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $121.81       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         599 | PA      | $419.64       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297UL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18622 | PA      | $18983.10     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1332 | PA      | $1269.29      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991880297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         368 | PA      | $371.82       | 0.00%             | 2025-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.75        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1232 | PA      | $1208.45      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1376 | PA      | $1352.51      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708055.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18041 | PA      | $17291.45     | 0.00%             | 2025-02-15      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991542253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         322 | PA      | $230.90       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5233083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         773 | PA      | $720.79       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.15        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3893 | PA      | $3792.53      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128P7L43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24859 | PA      | $25484.20     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4707248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         641 | PA      | $321.66       | 0.00%             | 2023-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202739.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2092 | PA      | $2072.47      | 0.00%             | 2026-12-08      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1649 | PA      | $1605.86      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30309 | PA      | $2205.80      | 0.00%             | 2026-10-18      | Fixed         | 20.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4979694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7423 | PA      | $2710.17      | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                     | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      194000 | PA      | $200095.38    | 0.01%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $7.18         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9258 | PA      | $9139.63      | 0.00%             | 2027-01-12      | Fixed         | 16.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.04        | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $775.32       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $17.09        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         234 | PA      | $236.17       | 0.00%             | 2025-02-07      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $13.35        | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $70.16        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636107.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7334 | PA      | $7201.78      | 0.00%             | 2025-02-15      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $77.60        | 0.00%             | 2025-01-23      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $139.07       | 0.00%             | 2024-01-26      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989295.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         337 | PA      | $218.46       | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41760 | PA      | $41321.24     | 0.00%             | 2026-12-08      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         379 | PA      | $392.30       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         325 | PA      | $317.05       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2363 | PA      | $2255.32      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410433.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1758 | PA      | $1728.81      | 0.00%             | 2027-01-11      | Fixed         | 22.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28257 | PA      | $26152.89     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709462.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $1.91         | 0.00%             | 2027-10-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11731020.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25325 | PA      | $25643.67     | 0.00%             | 2025-12-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $86.00        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $72.55        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080091.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2265 | PA      | $2236.80      | 0.00%             | 2027-04-19      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11021919.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15127 | PA      | $15143.15     | 0.00%             | 2026-11-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3132 | PA      | $2930.49      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $5.81         | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.60        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11420 | PA      | $9770.17      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3245 | PA      | $3020.85      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991850883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         411 | PA      | $50.83        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5150453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1463 | PA      | $1044.97      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9412 | PA      | $8747.98      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991915888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         225 | PA      | $230.39       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007884.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2640 | PA      | $2623.93      | 0.00%             | 2026-11-09      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         205 | PA      | $205.94       | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         842 | PA      | $837.85       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Schlumberger Holdings Corp.                                                     | Schlumberger Holdings Corp.                                                        | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3636598.59   | 0.12%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1463 | PA      | $577.86       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6039085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12546 | PA      | $11964.77     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1108 | PA      | $752.31       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4575169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         925 | PA      | $743.77       | 0.00%             | 2023-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1439 | PA      | $1220.42      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital    | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15900000 | PA      | $13034418.05  | 0.44%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1128 | PA      | $1165.98      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8213 | PA      | $7779.98      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643582.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17222 | PA      | $17009.69     | 0.00%             | 2027-02-16      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $107.13       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197561.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4307 | PA      | $4259.94      | 0.00%             | 2026-12-07      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873935.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1935 | PA      | $1928.60      | 0.00%             | 2024-10-18      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         871 | PA      | $802.16       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411714.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2379 | PA      | $2357.40      | 0.00%             | 2027-01-11      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3733 | PA      | $3533.18      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1058 | PA      | $1059.93      | 0.00%             | 2025-01-20      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1702 | PA      | $1659.40      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    14750000 | PA      | $-586341.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4964044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5529 | PA      | $3529.39      | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5658162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1891 | PA      | $1773.41      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4819 | PA      | $4030.22      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1006 | PA      | $1024.08      | 0.00%             | 2025-01-24      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636440.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5743 | PA      | $1402.50      | 0.00%             | 2027-02-15      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $3461682.77   | 0.12%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $106.26       | 0.00%             | 2024-01-24      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $99.96        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414359.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1599 | PA      | $116.03       | 0.00%             | 2027-01-12      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $120.10       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $167.69       | 0.00%             | 2025-02-03      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12922 | PA      | $12654.42     | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1523 | PA      | $1448.70      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $196.23       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5160651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1049 | PA      | $1023.00      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12357813.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27482 | PA      | $27898.42     | 0.00%             | 2027-03-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633742.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3029 | PA      | $3011.50      | 0.00%             | 2029-02-15      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $105.18       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206860.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3085 | PA      | $3060.03      | 0.00%             | 2026-12-08      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686607.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2244 | PA      | $2297.04      | 0.00%             | 2024-12-30      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195672.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10829 | PA      | $10672.66     | 0.00%             | 2026-12-08      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2602 | PA      | $2695.09      | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $102.23       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $30.55        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $105.87       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1588 | PA      | $1534.67      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $15.89        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6313200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6733 | PA      | $6246.96      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $9.85         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1325 | PA      | $1294.58      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245023.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1248 | PA      | $436.69       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005949.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6741 | PA      | $6660.06      | 0.00%             | 2026-11-09      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $190.88       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11741 | PA      | $10842.26     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5481396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1201 | PA      | $1141.62      | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         783 | PA      | $809.62       | 0.00%             | 2025-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4621 | PA      | $4404.44      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $122.26       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872881.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31561 | PA      | $31349.82     | 0.00%             | 2026-10-18      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1338 | PA      | $1237.84      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079482.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4148 | PA      | $4109.88      | 0.00%             | 2024-11-19      | Fixed         | 7.70%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3771 | PA      | $3681.95      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873457.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         618 | PA      | $612.39       | 0.00%             | 2024-10-18      | Fixed         | 9.58%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         741 | PA      | $707.24       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709466.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8531 | PA      | $8462.96      | 0.00%             | 2026-09-14      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1229 | PA      | $1182.08      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41801 | PA      | $41566.17     | 0.00%             | 2026-10-18      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1748 | PA      | $1689.34      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $11.93        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         791 | PA      | $546.02       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5290432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         300 | PA      | $206.68       | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2193871.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2561 | PA      | $2510.23      | 0.00%             | 2026-12-07      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $33.16        | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5150547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4500 | PA      | $4404.09      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8208 | PA      | $8157.26      | 0.00%             | 2026-09-14      | Fixed         | 19.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2289 | PA      | $2156.49      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3527 | PA      | $3431.89      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $31.79        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414877.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4840 | PA      | $4800.05      | 0.00%             | 2027-01-12      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13426 | PA      | $13291.25     | 0.00%             | 2027-01-12      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2835 | PA      | $2284.29      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $78.41        | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4914425.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1875 | PA      | $1608.31      | 0.00%             | 2023-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                            | Anheuser-Busch InBev Worldwide, Inc.                                               | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1227051.67   | 0.04%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3786 | PA      | $3665.36      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $94.39        | 0.00%             | 2024-01-23      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4681076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1811 | PA      | $1544.54      | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2644 | PA      | $2562.40      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5209797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         500 | PA      | $448.43       | 0.00%             | 2023-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5577829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3518 | PA      | $3434.30      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643082.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1614 | PA      | $1566.50      | 0.00%             | 2027-02-16      | Fixed         | 31.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2803 | PA      | $2670.26      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1592846.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6227 | PA      | $5983.18      | 0.00%             | 2026-07-23      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1172 | PA      | $420.41       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4658320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5097 | PA      | $1435.85      | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12834 | PA      | $12418.30     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         867 | PA      | $624.23       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128KAHF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9109 | PA      | $9447.94      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $101.62       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3677 | PA      | $3429.33      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2236 | PA      | $2213.12      | 0.00%             | 2024-12-08      | Fixed         | 9.47%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711790.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1054 | PA      | $1042.97      | 0.00%             | 2026-09-14      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         804 | PA      | $60.78        | 0.00%             | 2025-01-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4893 | PA      | $4567.10      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174276782.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $418.88       | 0.00%             | 2024-02-01      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3384 | PA      | $3114.58      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         431 | PA      | $94.97        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $42.83        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5086589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10221 | PA      | $8852.88      | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $39.00        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42263 | PA      | $39674.59     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17279512.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13918 | PA      | $14063.21     | 0.00%             | 2026-09-22      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873438.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1131 | PA      | $328.18       | 0.00%             | 2026-10-18      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078215.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4801 | PA      | $4764.80      | 0.00%             | 2024-11-19      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         328 | PA      | $25.72        | 0.00%             | 2025-01-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8122 | PA      | $7834.10      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1107 | PA      | $1113.82      | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Eco Material Technologies, Inc.                                                 | Eco Material Technologies, Inc.                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4817025.00   | 0.16%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1010 | PA      | $1070.40      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633883.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3171 | PA      | $223.99       | 0.00%             | 2027-02-15      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $35.43        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9345 | PA      | $8902.49      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708601.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4222 | PA      | $4185.38      | 0.00%             | 2024-09-14      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.11         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991537021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $159.20       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $92.89        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $116.23       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171220560.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8225 | PA      | $8037.83      | 0.00%             | 2023-10-14      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $66.94        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200752.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         874 | PA      | $865.31       | 0.00%             | 2026-12-08      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873149.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5575 | PA      | $397.73       | 0.00%             | 2026-10-18      | Fixed         | 27.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2316 | PA      | $2203.61      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5654692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40387 | PA      | $37603.89     | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709615.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         811 | PA      | $799.28       | 0.00%             | 2024-09-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13881 | PA      | $13453.30     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6838 | PA      | $6492.55      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         476 | PA      | $499.64       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206155.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1399 | PA      | $1378.48      | 0.00%             | 2024-12-08      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $97.28        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $173.37       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5234006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33623 | PA      | $16047.35     | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6105833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $565.71       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1860558.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5260 | PA      | $5218.80      | 0.00%             | 2027-03-18      | Fixed         | 29.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5354 | PA      | $5176.49      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636458.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2726 | PA      | $2643.06      | 0.00%             | 2024-09-24      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         414 | PA      | $424.04       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005675.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1457 | PA      | $1438.71      | 0.00%             | 2026-11-09      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3190 | PA      | $2842.13      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873356.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1416 | PA      | $1408.21      | 0.00%             | 2026-10-18      | Fixed         | 19.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3940 | PA      | $3691.76      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413762.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3598 | PA      | $3562.88      | 0.00%             | 2027-01-11      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200263.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15916 | PA      | $15770.34     | 0.00%             | 2026-12-08      | Fixed         | 28.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654723.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7153 | PA      | $6835.09      | 0.00%             | 2026-11-05      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6257669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5352 | PA      | $5089.91      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873872.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1129 | PA      | $313.57       | 0.00%             | 2024-10-18      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $269.88       | 0.00%             | 2025-02-06      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991915773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.54        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         274 | PA      | $285.94       | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2528 | PA      | $2460.16      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $21.19        | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2414 | PA      | $2304.75      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12123398.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18248 | PA      | $11146.30     | 0.00%             | 2027-03-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         409 | PA      | $393.95       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2420474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12905 | PA      | $12790.39     | 0.00%             | 2027-01-12      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         486 | PA      | $66.49        | 0.00%             | 2027-01-31      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604576.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8050 | PA      | $7775.76      | 0.00%             | 2026-08-19      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4940284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5195 | PA      | $3637.32      | 0.00%             | 2023-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5169673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1994 | PA      | $1960.59      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7651 | PA      | $7455.46      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         751 | PA      | $765.51       | 0.00%             | 2025-02-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         373 | PA      | $366.63       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1070 | PA      | $866.79       | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $1.39         | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6350485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1113 | PA      | $1039.18      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $169.02       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1386 | PA      | $1344.23      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $20.32        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009057.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7653 | PA      | $7584.38      | 0.00%             | 2024-11-09      | Fixed         | 10.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $70.98        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3341 | PA      | $2828.93      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $1.32         | 0.00%             | 2028-01-18      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641858.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4021 | PA      | $3982.36      | 0.00%             | 2025-02-16      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $82.72        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2423 | PA      | $2291.21      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5284007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1940 | PA      | $1744.18      | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2013-3A, Class BR                | CUSIP: 14310GAU4<br>LEI: 6354006XBJTNRUJOLM20 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $285750.30    | 0.01%             | 2030-10-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $196.81       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3384 | PA      | $3265.66      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1535 | PA      | $1044.20      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9043 | PA      | $8780.34      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641835.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9533 | PA      | $682.36       | 0.00%             | 2027-02-16      | Fixed         | 24.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $104.46       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3140 | PA      | $3037.88      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991887497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         862 | PA      | $883.54       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5572343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1116 | PA      | $1079.87      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413320.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14064 | PA      | $13925.28     | 0.00%             | 2025-01-11      | Fixed         | 11.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $157.48       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10540 | PA      | $10309.13     | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2045 | PA      | $1825.46      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1442 | PA      | $1415.46      | 0.00%             | 2026-11-09      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1398 | PA      | $1361.20      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204897.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23217 | PA      | $22909.32     | 0.00%             | 2026-12-08      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15098807.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11389 | PA      | $11492.11     | 0.00%             | 2027-08-28      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1823 | PA      | $1780.55      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4774 | PA      | $4653.06      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      107518 | PA      | $99958.01     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11695208.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3962 | PA      | $3995.85      | 0.00%             | 2024-02-04      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5448149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1095 | PA      | $1068.81      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $112.45       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412114.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4236 | PA      | $2533.79      | 0.00%             | 2027-01-12      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3101 | PA      | $2945.38      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170983832.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17489 | PA      | $16734.48     | 0.00%             | 2025-10-20      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10192 | PA      | $9555.90      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165216714.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1160 | PA      | $1156.01      | 0.00%             | 2033-02-07      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5135722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         285 | PA      | $260.05       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9684 | PA      | $9158.72      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415083.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4903 | PA      | $1414.39      | 0.00%             | 2025-01-12      | Fixed         | 27.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1319 | PA      | $1373.35      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174033886.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10363 | PA      | $10280.04     | 0.00%             | 2024-02-05      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991622510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $39.02        | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $-2.82        | -0.00%            | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9015 | PA      | $8146.13      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.57         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1705 | PA      | $1689.62      | 0.00%             | 2027-01-12      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991919417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $124.08       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         522 | PA      | $322.92       | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $1.91         | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6257786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16323 | PA      | $15492.56     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, 30 Year                                                                    | CUSIP: 36225AB58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           7 | PA      | $7.10         | 0.00%             | 2025-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16429 | PA      | $15029.40     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633675.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1000 | PA      | $992.13       | 0.00%             | 2027-02-15      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9116470.00   | 0.31%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4335 | PA      | $4198.63      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24746 | PA      | $24046.23     | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         311 | PA      | $321.29       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $8.10         | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991905879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $75.85        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202524.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1495 | PA      | $1465.04      | 0.00%             | 2025-05-08      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418788.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6034 | PA      | $5958.14      | 0.00%             | 2027-01-12      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810EQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4000000 | PA      | $4028543.28   | 0.14%             | 2023-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26555 | PA      | $25762.96     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5366565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2410 | PA      | $2347.42      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         305 | PA      | $317.59       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         312 | PA      | $319.26       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198672.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5341 | PA      | $5283.73      | 0.00%             | 2026-12-07      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5221 | PA      | $4810.82      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2731 | PA      | $2647.99      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991541493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.44        | 0.00%             | 2025-01-19      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687137.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13640 | PA      | $7182.78      | 0.00%             | 2026-12-23      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4833520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4824 | PA      | $1234.32      | 0.00%             | 2023-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008915.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $1295.12      | 0.00%             | 2026-11-09      | Fixed         | 27.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5227 | PA      | $5043.76      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692188.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20949 | PA      | $20200.17     | 0.00%             | 2027-01-19      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.22         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.69         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5211869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4140 | PA      | $3451.91      | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6469 | PA      | $6117.42      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5543625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4868 | PA      | $4752.72      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16163 | PA      | $15160.24     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16686496.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9560 | PA      | $9738.73      | 0.00%             | 2027-09-15      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         341 | PA      | $23.53        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12150597.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9508 | PA      | $9353.93      | 0.00%             | 2027-03-01      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635003.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9958 | PA      | $715.04       | 0.00%             | 2027-02-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627514.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6376 | PA      | $6173.21      | 0.00%             | 2024-10-02      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2171 | PA      | $804.70       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $198.22       | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1280 | PA      | $88.74        | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $123.08       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $37.77        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         167 | PA      | $174.12       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29479 | PA      | $27479.33     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $203.57       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         190 | PA      | $197.92       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| JP Morgan Structured Products BV                                                | Chaparral Energy, Inc.                                                             | CUSIP: 15942R141<br>LEI: XZYUUT6IYN31D9K77X08 | Long             |  | CORP              | NL        |           9 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $17.55        | 0.00%             | 2024-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9498 | PA      | $8996.47      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991900572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $103.31       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638694.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3291 | PA      | $966.69       | 0.00%             | 2027-02-16      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271708.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6399 | PA      | $6008.02      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991928759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $49.66        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991673294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4038 | PA      | $4047.73      | 0.00%             | 2025-01-23      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646054.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2711 | PA      | $2602.36      | 0.00%             | 2026-11-03      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3327 | PA      | $2826.59      | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         402 | PA      | $386.76       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1459 | PA      | $1355.06      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         818 | PA      | $817.90       | 0.00%             | 2025-01-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991941061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $375.87       | 0.00%             | 2025-02-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612853.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31723 | PA      | $30998.05     | 0.00%             | 2026-08-30      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $132.95       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12287012.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11415 | PA      | $11418.83     | 0.00%             | 2026-02-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4849 | PA      | $4682.64      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407YDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18585 | PA      | $19065.48     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33593 | PA      | $30121.27     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1838 | PA      | $1784.43      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4816 | PA      | $4565.95      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199805.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7923 | PA      | $554.35       | 0.00%             | 2026-12-07      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $-1.68        | -0.00%            | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5448268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5259 | PA      | $5073.07      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991936527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $15.53        | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4643723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2832 | PA      | $1446.00      | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128KAJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24636 | PA      | $26062.30     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $87.86        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         668 | PA      | $473.92       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16644 | PA      | $15575.08     | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1491946.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         964 | PA      | $831.51       | 0.00%             | 2023-12-22      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $89.68        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7293 | PA      | $6824.23      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991927085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $10.79        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991560412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         980 | PA      | $67.38        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406944.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9347 | PA      | $9255.53      | 0.00%             | 2027-01-11      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $20.73        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410324.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16402 | PA      | $16228.44     | 0.00%             | 2027-01-11      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $3.22         | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203837.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10754 | PA      | $10633.90     | 0.00%             | 2027-05-08      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $89.42        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $94.98        | 0.00%             | 2024-11-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $51.36        | 0.00%             | 2024-01-25      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2824 | PA      | $2006.59      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009877.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6600 | PA      | $6546.06      | 0.00%             | 2026-11-09      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681039.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6499 | PA      | $3750.41      | 0.00%             | 2025-11-20      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15119191.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5814 | PA      | $5898.56      | 0.00%             | 2026-07-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12216897.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34221 | PA      | $34642.31     | 0.00%             | 2027-03-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8221 | PA      | $8107.17      | 0.00%             | 2026-09-14      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1803 | PA      | $1738.66      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $198.96       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $82.40        | 0.00%             | 2025-01-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $102.45       | 0.00%             | 2024-01-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11703 | PA      | $11130.01     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                            | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3890000 | PA      | $3759841.77   | 0.13%             | 2036-09-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418684.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2403 | PA      | $2384.09      | 0.00%             | 2027-01-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         790 | PA      | $822.14       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5536008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3466 | PA      | $3342.01      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073789.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2512 | PA      | $2482.83      | 0.00%             | 2026-11-19      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2649 | PA      | $1965.24      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $167.41       | 0.00%             | 2024-01-30      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406830.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16690 | PA      | $1205.82      | 0.00%             | 2027-01-11      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         565 | PA      | $149.21       | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $73.59        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $33.78        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630933.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9488 | PA      | $9207.50      | 0.00%             | 2024-09-28      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006384.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9165 | PA      | $9044.41      | 0.00%             | 2026-11-09      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $227.31       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $75.32        | 0.00%             | 2024-01-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         410 | PA      | $418.37       | 0.00%             | 2025-02-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991921603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.93        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2328484.70   | 0.08%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                           | Parker-Hannifin Corp.                                                              | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3659959.93   | 0.12%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991609515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         382 | PA      | $397.98       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618149.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8605 | PA      | $8292.68      | 0.00%             | 2026-08-19      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Antero Resources Corp.                                                          | Antero Resources Corp.                                                             | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1269000 | PA      | $1299475.34   | 0.04%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $305.36       | 0.00%             | 2025-01-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4792640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         640 | PA      | $521.65       | 0.00%             | 2023-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1218 | PA      | $828.08       | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991855511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $50.45        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $4.05         | 0.00%             | 2024-01-31      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11724908.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35477 | PA      | $35918.39     | 0.00%             | 2027-02-04      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5951844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3851 | PA      | $3672.90      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $228.02       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939251.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1129 | PA      | $1111.96      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078643.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1250 | PA      | $1193.43      | 0.00%             | 2026-11-19      | Fixed         | 30.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5967 | PA      | $5639.83      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6105846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1855 | PA      | $1788.60      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6362421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1181 | PA      | $1102.47      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         751 | PA      | $773.53       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $75.46        | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197131.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         923 | PA      | $912.80       | 0.00%             | 2026-12-07      | Fixed         | 14.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $70.00        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3851 | PA      | $3736.83      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415712.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1930 | PA      | $138.41       | 0.00%             | 2027-06-12      | Fixed         | 26.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         672 | PA      | $644.40       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874136.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1964 | PA      | $1945.27      | 0.00%             | 2024-10-18      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5174 | PA      | $5036.31      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005439.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1367 | PA      | $198.75       | 0.00%             | 2024-11-09      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1865333.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2759 | PA      | $191.90       | 0.00%             | 2026-10-18      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $118.59       | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206435.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2164 | PA      | $2051.09      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         297 | PA      | $309.34       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1859 | PA      | $1368.73      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11846 | PA      | $11108.64     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1947969.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2486 | PA      | $2465.86      | 0.00%             | 2026-11-09      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634177.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1629 | PA      | $1612.41      | 0.00%             | 2025-02-15      | Fixed         | 15.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418199.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         297 | PA      | $291.76       | 0.00%             | 2025-01-12      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23712149.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13505 | PA      | $14309.66     | 0.00%             | 2024-11-06      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3564 | PA      | $3452.99      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2765 | PA      | $2284.61      | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14523455.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36420 | PA      | $36437.66     | 0.00%             | 2027-07-15      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007802.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31407 | PA      | $30963.92     | 0.00%             | 2027-09-09      | Fixed         | 23.93%                | 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        |     7000000 | PA      | $6649422.50   | 0.23%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1023 | PA      | $978.67       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644847.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1299 | PA      | $1284.86      | 0.00%             | 2027-02-16      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411482.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5592 | PA      | $5505.15      | 0.00%             | 2025-01-11      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $171.73       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3797 | PA      | $3525.24      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602960.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $85.52        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708904.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3818 | PA      | $3701.66      | 0.00%             | 2025-02-15      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687119.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10267 | PA      | $9870.21      | 0.00%             | 2024-12-16      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3571 | PA      | $3153.43      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1988 | PA      | $1872.38      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $124.71       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $135.80       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419353.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27641 | PA      | $27382.39     | 0.00%             | 2027-01-12      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $95.51        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25311 | PA      | $20765.19     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         409 | PA      | $384.80       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         442 | PA      | $449.45       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $191.69       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         604 | PA      | $624.69       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5533245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13988 | PA      | $13605.01     | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164964075.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $87.37        | 0.00%             | 2033-02-13      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641155.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4822 | PA      | $4751.45      | 0.00%             | 2027-02-16      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15281 | PA      | $14834.54     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412497.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8846 | PA      | $4915.44      | 0.00%             | 2027-01-11      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         759 | PA      | $567.34       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.01         | 0.00%             | 2027-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413053.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4122 | PA      | $4078.61      | 0.00%             | 2025-01-11      | Fixed         | 6.21%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $204.84       | 0.00%             | 2025-01-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Colbun SA                                                                       | Colbun SA                                                                          | CUSIP: 192714AD5<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2900000 | PA      | $2532076.59   | 0.09%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $137.91       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1567 | PA      | $1551.61      | 0.00%             | 2026-10-18      | Fixed         | 11.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636737.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12632 | PA      | $0.00         | 0.00%             | 2027-08-24      | Fixed         | 11.61%                | 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        |     6580000 | PA      | $1011675.00   | 0.03%             | 2027-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $136.33       | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4718 | PA      | $4525.93      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $141.51       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         511 | PA      | $533.32       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         570 | PA      | $587.83       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19638 | PA      | $18529.74     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $-2.82        | -0.00%            | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4587010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1755 | PA      | $412.70       | 0.00%             | 2023-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411946.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6288 | PA      | $6224.69      | 0.00%             | 2025-01-11      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12961 | PA      | $11620.64     | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         979 | PA      | $1018.50      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $92.80        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641249.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12475 | PA      | $12388.30     | 0.00%             | 2027-02-16      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2548 | PA      | $2116.55      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $70.88        | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639696.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         908 | PA      | $902.17       | 0.00%             | 2027-02-16      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         848 | PA      | $775.45       | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $50.15        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $15.60        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5338 | PA      | $5175.80      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $120.30       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5377413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1250 | PA      | $619.96       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         734 | PA      | $718.72       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410494.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17259 | PA      | $17018.15     | 0.00%             | 2027-01-11      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4927 | PA      | $4786.79      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645010.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9717 | PA      | $9580.15      | 0.00%             | 2027-02-17      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6529 | PA      | $6382.54      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417755.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15200 | PA      | $14986.59     | 0.00%             | 2027-06-12      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626860.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5297 | PA      | $5081.59      | 0.00%             | 2026-09-27      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $76.53        | 0.00%             | 2024-01-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $65.27        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634070.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22419 | PA      | $22206.78     | 0.00%             | 2027-02-15      | Fixed         | 26.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5048398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7486 | PA      | $6376.57      | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         606 | PA      | $634.63       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2242 | PA      | $2190.84      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1565 | PA      | $1478.63      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3146 | PA      | $2923.46      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417199.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37606 | PA      | $37315.25     | 0.00%             | 2027-01-12      | Fixed         | 7.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5304517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8846 | PA      | $6652.59      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4507 | PA      | $4345.64      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991652053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $66.16        | 0.00%             | 2024-01-25      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414544.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1972 | PA      | $1947.82      | 0.00%             | 2025-06-12      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5791778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3787 | PA      | $3650.46      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3347 | PA      | $3283.21      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23783 | PA      | $22705.54     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $1.59         | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12466087.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11204 | PA      | $11283.47     | 0.00%             | 2026-03-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7780 | PA      | $7318.71      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5736234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3789 | PA      | $3459.31      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1320 | PA      | $1124.83      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2193649.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2692 | PA      | $196.22       | 0.00%             | 2026-12-07      | Fixed         | 11.13%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459432.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21582 | PA      | $21828.32     | 0.00%             | 2027-03-11      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $67.59        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991915604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2027-11-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.48        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680241.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21015 | PA      | $20251.30     | 0.00%             | 2026-12-16      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1257 | PA      | $1218.53      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4857633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1824 | PA      | $666.43       | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.67        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10017 | PA      | $1495.62      | 0.00%             | 2027-02-16      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1681 | PA      | $224.30       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3769 | PA      | $3727.69      | 0.00%             | 2024-12-08      | Fixed         | 13.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $225.49       | 0.00%             | 2024-02-03      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         851 | PA      | $596.53       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203910.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9607 | PA      | $9506.27      | 0.00%             | 2026-12-08      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5322921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3653 | PA      | $3507.71      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873998.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3855 | PA      | $3829.35      | 0.00%             | 2024-10-18      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991603595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $121.35       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.52        | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         312 | PA      | $325.15       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         864 | PA      | $858.74       | 0.00%             | 2026-11-09      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $34.89        | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2619 | PA      | $2460.64      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30140 | PA      | $22664.75     | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6185 | PA      | $6111.16      | 0.00%             | 2024-11-09      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6061957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5349 | PA      | $4976.59      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19489 | PA      | $18885.07     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31416RKA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57120 | PA      | $57939.18     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $62.58        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.47        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078029.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4028 | PA      | $4014.17      | 0.00%             | 2026-11-19      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37205 | PA      | $30511.96     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1474 | PA      | $1437.03      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156554.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18591 | PA      | $18787.23     | 0.00%             | 2025-03-08      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.51         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32649 | PA      | $30949.81     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694922.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2226 | PA      | $2149.23      | 0.00%             | 2025-01-03      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991844255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $33.74        | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1341 | PA      | $1188.41      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.13         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416664.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1330 | PA      | $1309.49      | 0.00%             | 2027-01-12      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412785.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1660 | PA      | $1646.16      | 0.00%             | 2027-01-11      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         962 | PA      | $68.25        | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                            | Amplify Energy Corp.                                                               | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |        5288 | NS      | $45794.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3540 | PA      | $3260.50      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643306.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18113 | PA      | $17983.43     | 0.00%             | 2027-07-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3777 | PA      | $3745.02      | 0.00%             | 2027-02-15      | Fixed         | 26.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         393 | PA      | $403.33       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5210519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11522 | PA      | $2765.91      | 0.00%             | 2023-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991862203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $38.88        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1279 | PA      | $88.94        | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11744624.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19925 | PA      | $20110.21     | 0.00%             | 2026-12-09      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6505 | PA      | $3142.64      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12460903.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34273 | PA      | $34744.36     | 0.00%             | 2027-03-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2733 | PA      | $2496.85      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629244.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6019 | PA      | $5837.87      | 0.00%             | 2024-09-24      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2635 | PA      | $2459.95      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5206327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1225 | PA      | $1181.22      | 0.00%             | 2023-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15412 | PA      | $14816.03     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17010091.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37962 | PA      | $38618.23     | 0.00%             | 2027-09-18      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1840 | PA      | $1900.55      | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $83.42        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $38.73        | 0.00%             | 2024-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4567 | PA      | $4074.14      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412433.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7118 | PA      | $7040.80      | 0.00%             | 2027-01-11      | Fixed         | 9.93%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991828909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $24.93        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076549.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2014 | PA      | $1996.57      | 0.00%             | 2026-11-19      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2315 | PA      | $2374.07      | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666372.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7652 | PA      | $1714.57      | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4765 | PA      | $4628.90      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991840095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $47.62        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9454 | PA      | $8868.72      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008646.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1122 | PA      | $1115.30      | 0.00%             | 2026-11-09      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644835.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9579 | PA      | $9496.39      | 0.00%             | 2025-02-16      | Fixed         | 14.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2894 | PA      | $2667.11      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $149.99       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11243 | PA      | $10927.07     | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $69.18        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2164 | PA      | $2031.16      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $100.08       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6031759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1874 | PA      | $1215.97      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203888.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2529 | PA      | $2503.27      | 0.00%             | 2026-12-08      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $39.59        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4092 | PA      | $3875.72      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5357 | PA      | $4999.53      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8526 | PA      | $8303.99      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709990.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1898 | PA      | $1879.57      | 0.00%             | 2026-09-14      | Fixed         | 12.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17027051.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13443 | PA      | $13636.75     | 0.00%             | 2027-09-16      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9085 | PA      | $8701.85      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $45.57        | 0.00%             | 2024-01-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1451 | PA      | $1396.12      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8039 | PA      | $7683.69      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $37.67        | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| HSBC Securities (USA) Inc.                                                      | HSBC Securities (USA) Inc.                                                         | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   122158850 | PA      | $122158850.32 | 4.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         663 | PA      | $593.65       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991625976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991535708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $107.20       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6736 | PA      | $6351.96      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991883714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.10         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $120.44       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Colbun SA                                                                       | Colbun SA                                                                          | CUSIP: 192714AC7<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     7500000 | PA      | $7117762.50   | 0.24%             | 2027-10-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991562380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $200.79       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $158.96       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2401534.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8791 | PA      | $8702.94      | 0.00%             | 2025-01-11      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $176.75       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170929457.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         311 | PA      | $305.27       | 0.00%             | 2023-09-30      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $77.26        | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.38        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         914 | PA      | $605.75       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991839857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.09         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.47         | 0.00%             | 2028-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5323155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         326 | PA      | $317.88       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643874.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4270 | PA      | $4244.40      | 0.00%             | 2027-02-16      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $98.07        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.79        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12380981.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9523 | PA      | $9670.25      | 0.00%             | 2027-03-20      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3438 | PA      | $3226.16      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DISH DBS Corp.                                                                  | DISH DBS Corp.                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10300000 | PA      | $8446594.72   | 0.29%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991919051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $11.56        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4956468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         620 | PA      | $226.23       | 0.00%             | 2023-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1639245.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3410 | PA      | $3313.30      | 0.00%             | 2024-09-29      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1476 | PA      | $1209.74      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $225.00       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410593.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8136 | PA      | $8059.01      | 0.00%             | 2027-01-11      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4603 | PA      | $4280.39      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631968.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6340 | PA      | $6267.04      | 0.00%             | 2027-02-15      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205138.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3167 | PA      | $3117.95      | 0.00%             | 2027-10-08      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5793338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23987 | PA      | $23303.54     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         384 | PA      | $376.46       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $97.66        | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $93.76        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3029 | PA      | $2840.90      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $198.32       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         853 | PA      | $868.13       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991867830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.34        | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         828 | PA      | $849.41       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $50.91        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $66.92        | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $15.52        | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873694.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1580 | PA      | $1567.37      | 0.00%             | 2026-10-18      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006429.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32292 | PA      | $32008.94     | 0.00%             | 2024-11-09      | Fixed         | 9.93%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648282.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12169 | PA      | $11658.18     | 0.00%             | 2026-10-26      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6196 | PA      | $5890.18      | 0.00%             | 2024-04-19      | None          | 0.00%                 | 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        |     5000000 | PA      | $4528500.00   | 0.15%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         383 | PA      | $395.22       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2432 | PA      | $1929.60      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         352 | PA      | $365.23       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991902591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         299 | PA      | $304.74       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5532709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6939 | PA      | $6731.33      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         667 | PA      | $609.85       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1044 | PA      | $1075.26      | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         261 | PA      | $261.75       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640323.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6215 | PA      | $6176.74      | 0.00%             | 2027-02-16      | Fixed         | 27.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11732543.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12983 | PA      | $12854.84     | 0.00%             | 2027-02-03      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         526 | PA      | $546.05       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7653 | PA      | $7292.80      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712184.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4857 | PA      | $4835.92      | 0.00%             | 2026-09-14      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2032 | PA      | $1986.70      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9405 | PA      | $8551.47      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079210.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4564 | PA      | $1339.09      | 0.00%             | 2026-11-19      | Fixed         | 28.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205386.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8691 | PA      | $8614.11      | 0.00%             | 2026-12-08      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414984.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3425 | PA      | $3398.70      | 0.00%             | 2027-01-12      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2639 | PA      | $2509.17      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689870.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4228 | PA      | $4097.86      | 0.00%             | 2024-12-22      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $135.14       | 0.00%             | 2025-01-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         292 | PA      | $285.49       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1485 | PA      | $1448.36      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077864.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18647 | PA      | $18412.31     | 0.00%             | 2026-11-19      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418131.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13550 | PA      | $13452.64     | 0.00%             | 2027-01-12      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11531737.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10200 | PA      | $10323.33     | 0.00%             | 2025-12-22      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203562.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5372 | PA      | $5324.18      | 0.00%             | 2026-12-08      | Fixed         | 32.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5711377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4688 | PA      | $4497.09      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.99        | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991570228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         136 | PA      | $142.35       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632545.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1877 | PA      | $1847.83      | 0.00%             | 2027-02-16      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078857.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1470 | PA      | $1464.64      | 0.00%             | 2026-11-19      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5365267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5277 | PA      | $3685.96      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2258 | PA      | $2016.42      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991887494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $108.01       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8319 | PA      | $8076.26      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5194 | PA      | $4944.68      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830037.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6288 | PA      | $6037.18      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $-4.30        | -0.00%            | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3982 | PA      | $4087.18      | 0.00%             | 2027-01-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1797 | PA      | $1512.08      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11695149.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19307 | PA      | $11347.46     | 0.00%             | 2027-02-04      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $139.12       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       61114 | PA      | $56988.27     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $272.68       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $28.79        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         445 | PA      | $434.29       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204697.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18118 | PA      | $17918.97     | 0.00%             | 2027-05-08      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         245 | PA      | $239.59       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $263.28       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688076.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12702 | PA      | $12125.04     | 0.00%             | 2026-12-20      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         627 | PA      | $610.58       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Syngenta Finance NV                                                             | Syngenta Finance NV                                                                | CUSIP: 87164KAG9<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |     6385000 | PA      | $6244584.85   | 0.21%             | 2025-04-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class B                                             | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |    12532821 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $3.87         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV2, Class A3                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1849429 | PA      | $1774814.64   | 0.06%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $835.12       | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077920.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3321 | PA      | $3306.33      | 0.00%             | 2024-11-19      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991895165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         136 | PA      | $92.18        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $1.57         | 0.00%             | 2027-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689054.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12622 | PA      | $12054.20     | 0.00%             | 2026-12-21      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415812.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3754 | PA      | $3718.35      | 0.00%             | 2025-01-12      | Fixed         | 9.44%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991627111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3834 | PA      | $4008.01      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4019 | PA      | $3878.60      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $85.29        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8170054.47   | 0.28%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637086.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2968 | PA      | $2943.22      | 0.00%             | 2027-02-15      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $155.58       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4977 | PA      | $4735.14      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $137.73       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991847043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         660 | PA      | $667.45       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197884.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8708 | PA      | $4958.22      | 0.00%             | 2027-05-07      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11709701.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13063 | PA      | $13206.81     | 0.00%             | 2027-02-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415920.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10882 | PA      | $10793.27     | 0.00%             | 2027-01-12      | Fixed         | 28.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $32.54        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3575 | PA      | $3262.43      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078990.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3356 | PA      | $973.79       | 0.00%             | 2024-11-19      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $57.78        | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                 | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3000000 | PA      | $2422051.14   | 0.08%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         695 | PA      | $490.20       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297RWH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3601 | PA      | $3646.01      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48680 | PA      | $50984.43     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11965580.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24564 | PA      | $24402.22     | 0.00%             | 2027-03-09      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174045948.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13289 | PA      | $12949.36     | 0.00%             | 2026-01-22      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681006.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19387 | PA      | $18507.15     | 0.00%             | 2026-12-20      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4677893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2173 | PA      | $392.76       | 0.00%             | 2023-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705462.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $173.34       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3256 | PA      | $2980.25      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1383 | PA      | $838.12       | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         354 | PA      | $362.00       | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1168 | PA      | $1111.08      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $61.32        | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1738 | PA      | $1816.23      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         500 | PA      | $475.13       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $71.03        | 0.00%             | 2025-01-31      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2391 | PA      | $2329.67      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.92        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638136.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7094 | PA      | $7047.40      | 0.00%             | 2027-02-16      | Fixed         | 21.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2169437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8844 | PA      | $5056.73      | 0.00%             | 2026-12-07      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         179 | PA      | $185.69       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004931.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15290 | PA      | $15165.43     | 0.00%             | 2026-11-09      | Fixed         | 8.92%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         761 | PA      | $793.46       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $4.24         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2373 | PA      | $2330.46      | 0.00%             | 2025-05-08      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13802 | PA      | $13466.09     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630822.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10197 | PA      | $9858.47      | 0.00%             | 2024-10-11      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3853 | PA      | $3823.02      | 0.00%             | 2024-09-14      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $24.72        | 0.00%             | 2025-01-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3740 | PA      | $3519.40      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $65.69        | 0.00%             | 2024-01-22      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $81.62        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414031.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13275 | PA      | $13174.66     | 0.00%             | 2027-01-12      | Fixed         | 7.78%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008461.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1699 | PA      | $1685.14      | 0.00%             | 2026-11-09      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4447 | PA      | $4229.56      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $83.68        | 0.00%             | 2025-01-24      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1557 | PA      | $1610.36      | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5651706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3461 | PA      | $3355.37      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         554 | PA      | $569.35       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634686.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5429 | PA      | $5378.15      | 0.00%             | 2027-02-15      | Fixed         | 28.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414824.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29954 | PA      | $29671.72     | 0.00%             | 2027-01-12      | Fixed         | 15.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5277 | PA      | $4976.67      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635362.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10210 | PA      | $10132.22     | 0.00%             | 2027-02-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2503 | PA      | $2429.97      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170507906.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1505 | PA      | $1475.69      | 0.00%             | 2023-09-23      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         506 | PA      | $520.83       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679824.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8410 | PA      | $8053.90      | 0.00%             | 2026-12-16      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.60        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $175.86       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $107.63       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         335 | PA      | $350.04       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991895791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.40        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195775.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1071 | PA      | $1051.83      | 0.00%             | 2024-12-07      | Fixed         | 22.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $149.31       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5147207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         319 | PA      | $277.87       | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4800 | PA      | $4107.04      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6188786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7888 | PA      | $7480.41      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14859 | PA      | $11864.84     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008385.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1707 | PA      | $1690.82      | 0.00%             | 2024-11-09      | Fixed         | 19.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005921.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3322 | PA      | $134.99       | 0.00%             | 2024-11-09      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5376280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1390 | PA      | $1355.36      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1475 | PA      | $1409.82      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1643 | PA      | $1606.56      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4962 | PA      | $3894.29      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         210 | PA      | $212.06       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         800 | PA      | $56.18        | 0.00%             | 2025-02-04      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8317 | PA      | $592.07       | 0.00%             | 2026-12-08      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3046 | PA      | $2965.66      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3340 | PA      | $3003.80      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12210087.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44308 | PA      | $44373.58     | 0.00%             | 2027-03-11      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         237 | PA      | $159.81       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.15         | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6020717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2857 | PA      | $2754.86      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1131 | PA      | $1178.85      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         790 | PA      | $752.35       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991618276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         828 | PA      | $568.55       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $0.40         | 0.00%             | 2027-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         528 | PA      | $517.83       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715353.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1795 | PA      | $1730.83      | 0.00%             | 2027-02-15      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $80.52        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1890 | PA      | $1680.42      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991614201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $21.91        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991904775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $88.76        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1041 | PA      | $927.49       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991647666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5684 | PA      | $5759.24      | 0.00%             | 2025-01-25      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6172 | PA      | $5897.76      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16637316.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16330 | PA      | $16543.80     | 0.00%             | 2026-09-27      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         263 | PA      | $265.36       | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7119 | PA      | $7055.91      | 0.00%             | 2027-01-11      | Fixed         | 26.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.06        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         243 | PA      | $254.17       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $15.64        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6283945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17184 | PA      | $15839.25     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2404630.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41890 | PA      | $41547.71     | 0.00%             | 2027-01-11      | Fixed         | 10.03%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25284171.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11712 | PA      | $12268.58     | 0.00%             | 2025-01-14      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $264.99       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6202931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5948 | PA      | $5657.88      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5104437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2411 | PA      | $2113.26      | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409821.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4605 | PA      | $4557.87      | 0.00%             | 2027-01-11      | Fixed         | 14.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $73.59        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007361.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3602 | PA      | $3565.08      | 0.00%             | 2026-11-09      | Fixed         | 21.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.30        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $18.85        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2015-C01, Class 1M2                     | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1450983 | PA      | $1496080.46   | 0.05%             | 2025-02-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419574.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17137 | PA      | $17007.07     | 0.00%             | 2027-01-12      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2462 | PA      | $2336.09      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991625056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $17.37        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $112.35       | 0.00%             | 2024-02-03      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6501 | PA      | $6094.46      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $123.90       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $20.78        | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $158.29       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172757520.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8196 | PA      | $7942.68      | 0.00%             | 2026-01-24      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.98        | 0.00%             | 2025-01-23      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9072 | PA      | $8666.07      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $-1.19        | -0.00%            | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603759.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8116 | PA      | $7807.00      | 0.00%             | 2026-08-06      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         246 | PA      | $249.57       | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007154.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3725 | PA      | $3696.42      | 0.00%             | 2026-11-09      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5070638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1622 | PA      | $1518.27      | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         925 | PA      | $535.50       | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $3.01         | 0.00%             | 2025-01-31      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                       | Michaels Cos., Inc. (The)                                                          | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $3925393.00   | 0.13%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4091 | PA      | $3960.52      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631473.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1072 | PA      | $76.68        | 0.00%             | 2027-07-15      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767462.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $-2.55        | -0.00%            | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640938.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9619 | PA      | $9555.03      | 0.00%             | 2027-02-16      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15050 | PA      | $14301.23     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         383 | PA      | $391.03       | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $141.85       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $32.55        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7140 | PA      | $6022.41      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12178610.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10396 | PA      | $10318.35     | 0.00%             | 2025-03-09      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407J2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7942 | PA      | $8323.27      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $2.74         | 0.00%             | 2028-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991938113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $385.04       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         318 | PA      | $295.27       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19894 | PA      | $18955.78     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630390.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6248 | PA      | $6061.49      | 0.00%             | 2024-09-27      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9491 | PA      | $9013.63      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3635 | PA      | $3506.63      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $127.91       | 0.00%             | 2025-01-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403RHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4274 | PA      | $4356.62      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8459 | PA      | $7919.39      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6113 | PA      | $5763.12      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5493059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $72.42        | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5256291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3653 | PA      | $3588.61      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10574 | PA      | $9735.05      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606183.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11660 | PA      | $11216.21     | 0.00%             | 2026-08-11      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $213.42       | 0.00%             | 2025-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1360 | PA      | $1280.30      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12287014.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12982 | PA      | $13111.24     | 0.00%             | 2026-03-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $12.72        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991864236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7119 | PA      | $7244.80      | 0.00%             | 2025-01-29      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         774 | PA      | $750.83       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64330 | PA      | $61183.84     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407YAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38302 | PA      | $39702.29     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12073890.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18476 | PA      | $18709.80     | 0.00%             | 2027-01-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         315 | PA      | $324.56       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23584 | PA      | $21939.99     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5152767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4384 | PA      | $2346.51      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712397.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2613 | PA      | $1552.27      | 0.00%             | 2026-09-14      | Fixed         | 27.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8741 | PA      | $7903.77      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650307.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10523 | PA      | $10161.02     | 0.00%             | 2026-10-29      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         242 | PA      | $16.86        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6055491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8713 | PA      | $8107.94      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991945741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         434 | PA      | $439.28       | 0.00%             | 2025-02-06      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991843726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         587 | PA      | $610.90       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410622.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4222 | PA      | $4184.72      | 0.00%             | 2027-01-11      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.75         | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1675340.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11413 | PA      | $10921.69     | 0.00%             | 2026-12-20      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4397 | PA      | $2592.02      | 0.00%             | 2026-12-08      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625990.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21512 | PA      | $20863.21     | 0.00%             | 2024-09-24      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1615892.33   | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12290 | PA      | $11355.86     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4331 | PA      | $4160.99      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079340.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2392 | PA      | $2372.04      | 0.00%             | 2026-11-19      | Fixed         | 14.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6107298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15488 | PA      | $14728.19     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198106.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5529 | PA      | $5472.23      | 0.00%             | 2026-12-07      | Fixed         | 23.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6148665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1279 | PA      | $1230.37      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008266.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5178 | PA      | $5145.35      | 0.00%             | 2026-11-09      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.64         | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $205.50       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         876 | PA      | $851.25       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004957.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2058 | PA      | $2038.80      | 0.00%             | 2026-11-09      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7322 | PA      | $6853.81      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5037826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1911 | PA      | $1355.45      | 0.00%             | 2023-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1275 | PA      | $1154.76      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417562.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         900 | PA      | $894.58       | 0.00%             | 2027-01-12      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206760.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38523 | PA      | $37981.11     | 0.00%             | 2026-12-08      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $102.57       | 0.00%             | 2025-02-02      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408568.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4036 | PA      | $4000.47      | 0.00%             | 2027-01-11      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31413YRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8473 | PA      | $8907.74      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         808 | PA      | $65.27        | 0.00%             | 2025-01-26      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2399356.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5280 | PA      | $5232.99      | 0.00%             | 2027-01-11      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649488.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7172 | PA      | $6947.89      | 0.00%             | 2024-10-28      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991565486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $65.86        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4431 | PA      | $4121.98      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                     | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8470483.67   | 0.29%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12864 | PA      | $12435.38     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         466 | PA      | $56.84        | 0.00%             | 2025-01-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5557927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9265 | PA      | $9079.90      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5337 | PA      | $5194.76      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $0.00         | 0.00%             | 2027-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078669.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8510 | PA      | $8421.99      | 0.00%             | 2026-11-19      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       50426 | PA      | $47023.32     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $135.12       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1307 | PA      | $728.15       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10082 | PA      | $9455.10      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $6.77         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $6.76         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         685 | PA      | $587.95       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6759 | PA      | $5004.73      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5314056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48137 | PA      | $31770.00     | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654187.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12844 | PA      | $12444.99     | 0.00%             | 2026-11-10      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         697 | PA      | $711.53       | 0.00%             | 2025-01-26      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         308 | PA      | $312.74       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13608 | PA      | $13020.85     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3544 | PA      | $2842.22      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.04         | 0.00%             | 2024-01-22      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635013.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5338 | PA      | $5251.04      | 0.00%             | 2027-02-15      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $131.59       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Park Aerospace Holdings Ltd.                                                    | Park Aerospace Holdings Ltd.                                                       | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     3100000 | PA      | $3077373.94   | 0.10%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415761.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4216 | PA      | $4173.74      | 0.00%             | 2027-01-12      | Fixed         | 11.51%                | No            |                  3 | On Loan: No      |
| KeyBank NA                                                                      | KeyBank NA                                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4944842.95   | 0.17%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007564.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4224 | PA      | $4164.10      | 0.00%             | 2024-11-09      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         277 | PA      | $19.39        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $11.06        | 0.00%             | 2024-01-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7500000 | PA      | $6615527.33   | 0.22%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3529 | PA      | $254.52       | 0.00%             | 2024-10-18      | Fixed         | 22.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         501 | PA      | $502.41       | 0.00%             | 2027-01-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2915 | PA      | $2742.90      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $147.42       | 0.00%             | 2024-01-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $60.39        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9755 | PA      | $9171.33      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $52.76        | 0.00%             | 2024-01-26      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1624 | PA      | $1552.14      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $220.63       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $191.09       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1602614.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7315 | PA      | $0.00         | 0.00%             | 2024-08-10      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $230.86       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2420321.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2061 | PA      | $148.54       | 0.00%             | 2027-01-12      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         607 | PA      | $631.65       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1523 | PA      | $1481.00      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $188.24       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.96         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         982 | PA      | $932.74       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         519 | PA      | $527.75       | 0.00%             | 2025-02-06      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3811 | PA      | $2054.88      | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $143.38       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $34.94        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077413.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2723 | PA      | $2699.60      | 0.00%             | 2024-11-19      | Fixed         | 8.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2735 | PA      | $2706.11      | 0.00%             | 2025-01-11      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $218.16       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $233.20       | 0.00%             | 2025-01-31      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12422648.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20076 | PA      | $20367.44     | 0.00%             | 2027-03-20      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $326.71       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         292 | PA      | $293.40       | 0.00%             | 2024-02-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198616.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2602 | PA      | $2576.73      | 0.00%             | 2026-12-07      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1457 | PA      | $1399.05      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         569 | PA      | $582.85       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200698.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4302 | PA      | $310.89       | 0.00%             | 2027-05-08      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $64.73        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $10.78        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2010216.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7518 | PA      | $7444.91      | 0.00%             | 2026-11-09      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5049867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $232.63       | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11695023.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14081 | PA      | $14240.16     | 0.00%             | 2026-12-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $223.68       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5552483.64   | 0.19%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.50        | 0.00%             | 2024-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1602197.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2926 | PA      | $2829.71      | 0.00%             | 2024-08-14      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         688 | PA      | $680.20       | 0.00%             | 2025-01-12      | Fixed         | 6.30%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         937 | PA      | $904.35       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5572327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         520 | PA      | $401.44       | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         545 | PA      | $554.28       | 0.00%             | 2025-02-06      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $-0.72        | -0.00%            | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $133.77       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2621 | PA      | $2655.84      | 0.00%             | 2025-01-23      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2153 | PA      | $1644.14      | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         332 | PA      | $249.03       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415625.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2520 | PA      | $2490.12      | 0.00%             | 2025-06-12      | Fixed         | 8.97%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         640 | PA      | $665.29       | 0.00%             | 2025-02-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12407602.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15967 | PA      | $15960.46     | 0.00%             | 2027-03-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4792978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1699 | PA      | $623.49       | 0.00%             | 2023-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         872 | PA      | $852.39       | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.60        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.38        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.02         | 0.00%             | 2027-10-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14044 | PA      | $13570.05     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632779.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5858 | PA      | $5824.74      | 0.00%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1915 | PA      | $1871.75      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6283581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2653 | PA      | $2443.39      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $29.96        | 0.00%             | 2025-01-26      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         704 | PA      | $506.47       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $12.46        | 0.00%             | 2024-01-19      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631142.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2814 | PA      | $2789.14      | 0.00%             | 2027-02-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $95.28        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18456 | PA      | $17637.30     | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         339 | PA      | $307.90       | 0.00%             | 2023-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5231874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1086 | PA      | $1050.52      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201021.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         770 | PA      | $55.86        | 0.00%             | 2024-12-08      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16399010.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19940 | PA      | $20245.59     | 0.00%             | 2027-09-12      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708901.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17543 | PA      | $16708.31     | 0.00%             | 2027-02-15      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2048 | PA      | $1885.63      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206963.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4318 | PA      | $4247.67      | 0.00%             | 2026-12-08      | Fixed         | 21.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991872516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.82        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2104 | PA      | $2047.66      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2784 | PA      | $1957.17      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12085226.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11532 | PA      | $4170.57      | 0.00%             | 2025-02-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $187.79       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $60.59        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407285.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4321 | PA      | $4248.33      | 0.00%             | 2027-01-11      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635044.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1123 | PA      | $14.79        | 0.00%             | 2027-02-15      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3605 | PA      | $3275.97      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         236 | PA      | $244.35       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1168 | PA      | $975.58       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $-1.71        | -0.00%            | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4728 | PA      | $4540.91      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991823481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $115.95       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $177.06       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25111074.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3286 | PA      | $536.49       | 0.00%             | 2027-12-26      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5645369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2331 | PA      | $2255.96      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710184.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1501 | PA      | $1480.67      | 0.00%             | 2026-09-14      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991876641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.05        | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $0.24         | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12295 | PA      | $12191.01     | 0.00%             | 2026-11-19      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5159 | PA      | $4777.01      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1060 | PA      | $832.34       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2628202.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5562 | PA      | $5506.76      | 0.00%             | 2027-02-15      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $181.99       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $163.13       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205307.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1695 | PA      | $1671.00      | 0.00%             | 2026-12-08      | Fixed         | 15.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $235.59       | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11022370.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9319 | PA      | $9460.49      | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1632058.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4452 | PA      | $4344.37      | 0.00%             | 2025-08-29      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         552 | PA      | $-45.75       | -0.00%            | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171357136.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3071 | PA      | $2959.21      | 0.00%             | 2023-10-31      | Fixed         | 9.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1693265.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         932 | PA      | $929.15       | 0.00%             | 2024-09-14      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         455 | PA      | $401.59       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                  | Piedmont Natural Gas Co., Inc.                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2045916.46   | 0.07%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         502 | PA      | $257.71       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1093 | PA      | $1059.31      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1892 | PA      | $1763.57      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991930448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.30         | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1980258.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14246 | PA      | $14124.73     | 0.00%             | 2024-11-09      | Fixed         | 12.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $266.70       | 0.00%             | 2025-02-06      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26204 | PA      | $24655.36     | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203187.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3455 | PA      | $2041.70      | 0.00%             | 2026-12-08      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991914992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $55.24        | 0.00%             | 2025-02-03      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         559 | PA      | $539.37       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708466.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5707 | PA      | $5434.73      | 0.00%             | 2027-02-15      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         244 | PA      | $248.73       | 0.00%             | 2025-01-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                   | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4779817.56   | 0.16%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202315.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3371 | PA      | $3339.50      | 0.00%             | 2026-12-08      | Fixed         | 23.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2432 | PA      | $2312.50      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006407.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5348 | PA      | $5295.07      | 0.00%             | 2024-11-09      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         347 | PA      | $365.05       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $12.12        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1411 | PA      | $1306.39      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         301 | PA      | $293.27       | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641109.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40067 | PA      | $38032.16     | 0.00%             | 2027-02-16      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12105986.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28936 | PA      | $29333.17     | 0.00%             | 2027-01-25      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1309 | PA      | $1186.13      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $1.17         | 0.00%             | 2027-12-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3713 | PA      | $3528.01      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1015 | PA      | $996.15       | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1683052.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1386 | PA      | $1343.83      | 0.00%             | 2024-12-22      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $135.63       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $126.33       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1148 | PA      | $1196.26      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2279 | PA      | $974.56       | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $103.07       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4019 | PA      | $3564.64      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3916 | PA      | $3830.15      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $132.44       | 0.00%             | 2024-01-22      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5550447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1795 | PA      | $1468.86      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1483 | PA      | $1428.36      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204453.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2056 | PA      | $2033.25      | 0.00%             | 2024-12-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1210 | PA      | $1248.14      | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640578.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         826 | PA      | $817.71       | 0.00%             | 2027-02-16      | Fixed         | 22.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9151 | PA      | $8090.78      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2440 | PA      | $1990.65      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3598 | PA      | $3374.23      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1365 | PA      | $94.15        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $115.96       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711338.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4396 | PA      | $4360.23      | 0.00%             | 2024-09-14      | Fixed         | 7.31%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24198170.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.84         | 0.00%             | 2027-11-07      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $156.51       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007046.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1556 | PA      | $1545.64      | 0.00%             | 2026-11-09      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1576 | PA      | $1524.95      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $94.66        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $57.77        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $14.52        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $9.96         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1665 | PA      | $1624.92      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009164.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6374 | PA      | $6309.41      | 0.00%             | 2024-11-09      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $183.14       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4201 | PA      | $2397.15      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5645286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3515 | PA      | $3317.63      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1324 | PA      | $1312.42      | 0.00%             | 2026-12-07      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633450.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1604 | PA      | $-9.60        | -0.00%            | 2027-02-15      | Fixed         | 30.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006974.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10185 | PA      | $10084.86     | 0.00%             | 2026-11-09      | Fixed         | 11.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $203.57       | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5400 | PA      | $4522.33      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200069.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3783 | PA      | $3738.87      | 0.00%             | 2026-12-07      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         912 | PA      | $853.45       | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5707914.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9424 | PA      | $8831.63      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7190 | PA      | $6861.09      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         214 | PA      | $213.07       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24375 | PA      | $20634.05     | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11608429.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34824 | PA      | $35241.46     | 0.00%             | 2027-02-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10489 | PA      | $9168.32      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640157.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9326 | PA      | $9212.22      | 0.00%             | 2027-02-16      | Fixed         | 18.91%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687799.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11157 | PA      | $6256.85      | 0.00%             | 2025-01-12      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4878 | PA      | $4481.76      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991614264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $127.86       | 0.00%             | 2024-01-27      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $143.93       | 0.00%             | 2025-01-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $82.83        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1171 | PA      | $72.95        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         918 | PA      | $944.18       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         244 | PA      | $248.08       | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $134.84       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         409 | PA      | $406.83       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4986 | PA      | $4335.29      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4640 | PA      | $4485.45      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8921 | PA      | $7637.63      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2362 | PA      | $2248.27      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10901539.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20190 | PA      | $20340.84     | 0.00%             | 2024-11-27      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2597 | PA      | $2566.56      | 0.00%             | 2026-11-19      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                    | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $6051006.00   | 0.21%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2881 | PA      | $2807.82      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2399 | PA      | $2312.87      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4922562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7716 | PA      | $3304.29      | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198905.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3453 | PA      | $3412.30      | 0.00%             | 2024-12-08      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4552 | PA      | $4435.46      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2192487.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13326 | PA      | $13175.19     | 0.00%             | 2024-12-07      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991936216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.04        | 0.00%             | 2025-02-06      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2178 | PA      | $1635.62      | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1733 | PA      | $121.31       | 0.00%             | 2025-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409812.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2700 | PA      | $2666.67      | 0.00%             | 2027-06-11      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                                         | Quest Diagnostics, Inc.                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1830150.02   | 0.06%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    14750000 | PA      | $-490693.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632154.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21056 | PA      | $20879.89     | 0.00%             | 2027-02-15      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $117.41       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18370 | PA      | $18222.00     | 0.00%             | 2027-01-11      | Fixed         | 10.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $143.95       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $86.93        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641792.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4471 | PA      | $4205.36      | 0.00%             | 2027-02-16      | Fixed         | 17.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $68.54        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4225 | PA      | $4164.49      | 0.00%             | 2024-12-08      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3224 | PA      | $3150.94      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         950 | PA      | $918.68       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1639041.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12023 | PA      | $11609.64     | 0.00%             | 2026-09-29      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4975 | PA      | $4776.88      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1579 | PA      | $1543.74      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200534.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6867 | PA      | $6748.19      | 0.00%             | 2026-12-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4239 | PA      | $3387.17      | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45463 | PA      | $38648.69     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.00        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200458.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4411 | PA      | $4368.72      | 0.00%             | 2024-12-08      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $12.86        | 0.00%             | 2024-01-21      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008130.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1143 | PA      | $317.69       | 0.00%             | 2026-11-09      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       58606 | PA      | $54739.79     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1292 | PA      | $1340.54      | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1298 | PA      | $340.09       | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $112.11       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4663096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27120 | PA      | $6340.50      | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1339 | PA      | $1284.84      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413492.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1072 | PA      | $1060.87      | 0.00%             | 2025-01-11      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $113.19       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873648.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3770 | PA      | $3718.03      | 0.00%             | 2026-10-18      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         725 | PA      | $742.21       | 0.00%             | 2025-01-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4888694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4901 | PA      | $2881.10      | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13027 | PA      | $12316.82     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1536 | PA      | $1464.22      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25363 | PA      | $22615.89     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $71.37        | 0.00%             | 2025-02-06      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166966308.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $86.35        | 0.00%             | 2033-02-19      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1215 | PA      | $1154.68      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         722 | PA      | $683.95       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725624.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $8.10         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14912105.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16716 | PA      | $16858.14     | 0.00%             | 2026-07-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652882.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3946 | PA      | $3804.05      | 0.00%             | 2024-11-09      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.34        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402977.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1832 | PA      | $269.52       | 0.00%             | 2027-01-11      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1400 | PA      | $1435.70      | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         734 | PA      | $695.21       | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1734 | PA      | $1343.16      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $579.63       | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411062.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6330 | PA      | $6274.29      | 0.00%             | 2027-01-11      | Fixed         | 32.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5825002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35998 | PA      | $20898.13     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1357 | PA      | $1316.06      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5753743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1348 | PA      | $987.69       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                   | K2016470260 South Africa Ltd.                                                      | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |     4807777 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1767 | PA      | $1836.37      | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.25         | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4137 | PA      | $3803.40      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.38        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639914.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5165 | PA      | $5117.41      | 0.00%             | 2025-02-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.12        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3074 | PA      | $2405.14      | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2403902.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1985 | PA      | $1179.92      | 0.00%             | 2027-01-11      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991514741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         811 | PA      | $810.29       | 0.00%             | 2025-01-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642916.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13142 | PA      | $12947.89     | 0.00%             | 2027-02-16      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12413819.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8460 | PA      | $8479.07      | 0.00%             | 2025-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170431322.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3215 | PA      | $3107.11      | 0.00%             | 2025-09-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33493 | PA      | $33248.97     | 0.00%             | 2027-01-12      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005194.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5295 | PA      | $5256.77      | 0.00%             | 2026-11-09      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690361.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2902 | PA      | $2808.58      | 0.00%             | 2025-01-18      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206839.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8925 | PA      | $414.17       | 0.00%             | 2026-12-08      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167466589.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6066 | PA      | $5670.40      | 0.00%             | 2025-02-27      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12368 | PA      | $9095.56      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1233 | PA      | $1179.95      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6926 | PA      | $4599.21      | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $8.35         | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993820.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5205 | PA      | $5172.06      | 0.00%             | 2026-11-09      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2195 | PA      | $603.17       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         957 | PA      | $768.59       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         336 | PA      | $352.52       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $2.24         | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5503527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7468 | PA      | $7322.15      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874251.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4333 | PA      | $4310.25      | 0.00%             | 2026-10-18      | Fixed         | 29.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2682 | PA      | $2620.86      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6457755.02   | 0.22%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3357 | PA      | $3191.38      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         242 | PA      | $237.36       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991907617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $5.09         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409292.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23483 | PA      | $1698.04      | 0.00%             | 2027-01-11      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16283 | PA      | $15100.68     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $59.73        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1022 | PA      | $978.60       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4997 | PA      | $4548.17      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657538.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1724 | PA      | $1677.97      | 0.00%             | 2026-11-16      | Fixed         | 21.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2901 | PA      | $2808.28      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $198.80       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874536.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4536 | PA      | $4482.47      | 0.00%             | 2026-10-18      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945256.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1626 | PA      | $1573.01      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3214 | PA      | $3045.37      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $92.52        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                  | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1272372.21   | 0.04%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $0.00         | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658215.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5700 | PA      | $5473.62      | 0.00%             | 2024-11-08      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991558482.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1519 | PA      | $1589.33      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5023148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1942 | PA      | $1432.94      | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2015 | PA      | $1270.59      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $211.35       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1937 | PA      | $1855.80      | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2572 | PA      | $2482.90      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205432.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20972 | PA      | $20683.82     | 0.00%             | 2026-12-08      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991901076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         326 | PA      | $330.09       | 0.00%             | 2025-02-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412559.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3954 | PA      | $3917.70      | 0.00%             | 2027-01-11      | Fixed         | 7.83%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.10         | 0.00%             | 2028-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    13800000 | PA      | $-754930.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5885 | PA      | $5591.35      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         382 | PA      | $193.20       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996714.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         911 | PA      | $131.76       | 0.00%             | 2026-11-09      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2453 | PA      | $2336.83      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $147.46       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         475 | PA      | $482.37       | 0.00%             | 2025-01-22      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708948.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7053 | PA      | $6993.87      | 0.00%             | 2027-07-14      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650442.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10087 | PA      | $9740.99      | 0.00%             | 2024-10-29      | Fixed         | 16.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874112.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4275 | PA      | $4252.66      | 0.00%             | 2026-10-18      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         423 | PA      | $440.84       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12831 | PA      | $10686.07     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412607.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4067 | PA      | $4025.62      | 0.00%             | 2027-01-11      | Fixed         | 20.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2395966.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14683 | PA      | $4177.92      | 0.00%             | 2027-01-11      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Ultra Bonds                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         166 | NC      | $720818.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $392.79       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1806 | PA      | $1739.33      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5168842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1295 | PA      | $1265.49      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $60.96        | 0.00%             | 2024-01-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $127.73       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $3.33         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1282 | PA      | $1238.54      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1045 | PA      | $1011.51      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2385 | PA      | $2303.41      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         595 | PA      | $577.81       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1019 | PA      | $995.53       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2144 | PA      | $2037.31      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1155 | PA      | $1172.07      | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $110.72       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $103.77       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27303 | PA      | $26981.89     | 0.00%             | 2027-06-11      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415692.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7742 | PA      | $7679.54      | 0.00%             | 2027-01-12      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3899 | PA      | $3767.81      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17485719.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7214 | PA      | $7313.62      | 0.00%             | 2024-09-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5776 | PA      | $1865.43      | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637564.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12457 | PA      | $12368.27     | 0.00%             | 2027-07-15      | Fixed         | 8.54%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205953.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2148 | PA      | $2105.78      | 0.00%             | 2026-12-08      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12155870.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13478 | PA      | $13573.56     | 0.00%             | 2025-03-05      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $36.28        | 0.00%             | 2024-01-27      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16714770.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47086 | PA      | $47682.54     | 0.00%             | 2027-09-02      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197402.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2801 | PA      | $2759.55      | 0.00%             | 2027-05-07      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200422.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6303 | PA      | $6250.95      | 0.00%             | 2026-12-08      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413593.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8259 | PA      | $8156.33      | 0.00%             | 2027-11-11      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1867639.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2977 | PA      | $860.44       | 0.00%             | 2027-03-18      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079809.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5959 | PA      | $5899.44      | 0.00%             | 2027-04-19      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8492 | PA      | $7799.44      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641033.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1429 | PA      | $102.97       | 0.00%             | 2027-02-16      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.07        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         839 | PA      | $760.05       | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1631 | PA      | $1548.81      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2521 | PA      | $2175.39      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3076 | PA      | $2994.73      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $43.14        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2131 | PA      | $1950.22      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16677695.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25484 | PA      | $25913.36     | 0.00%             | 2027-09-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1453 | PA      | $1414.31      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $131.59       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637526.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9410 | PA      | $9128.96      | 0.00%             | 2024-09-27      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631727.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12858 | PA      | $12380.77     | 0.00%             | 2027-07-15      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12033031.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6166 | PA      | $6255.06      | 0.00%             | 2026-03-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2954 | PA      | $2580.53      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $132.93       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874049.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8661 | PA      | $8619.81      | 0.00%             | 2026-10-18      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991549454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         539 | PA      | $562.89       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11657555.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38293 | PA      | $38854.58     | 0.00%             | 2026-01-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199973.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2079 | PA      | $2053.38      | 0.00%             | 2024-12-07      | Fixed         | 16.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $199.05       | 0.00%             | 2025-01-21      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $8.06         | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634377.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         725 | PA      | $718.06       | 0.00%             | 2025-02-15      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411973.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1152 | PA      | $1141.86      | 0.00%             | 2027-01-11      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $95.45        | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078465.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4403 | PA      | $4376.23      | 0.00%             | 2027-04-19      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11163 | PA      | $10021.34     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1699183.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24806 | PA      | $23849.89     | 0.00%             | 2025-01-20      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         934 | PA      | $949.48       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1374 | PA      | $1291.66      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078013.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11035 | PA      | $10942.72     | 0.00%             | 2026-11-19      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173933933.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13560 | PA      | $12679.93     | 0.00%             | 2026-01-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $102.42       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.58        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874335.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33128 | PA      | $32841.71     | 0.00%             | 2026-10-18      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                     | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     9200000 | PA      | $7835640.00   | 0.27%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197391.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1854 | PA      | $493.96       | 0.00%             | 2026-12-07      | Fixed         | 18.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006010.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1008 | PA      | $993.11       | 0.00%             | 2025-04-09      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6485 | PA      | $6289.57      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10612921.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9611 | PA      | $1089.96      | 0.00%             | 2025-11-07      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $97.30        | 0.00%             | 2024-01-29      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         582 | PA      | $602.85       | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $167.05       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1282 | PA      | $1225.63      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173352354.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1118 | PA      | $1104.77      | 0.00%             | 2023-12-30      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $118.33       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991580004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $104.85       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $105.59       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009975.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         895 | PA      | $884.28       | 0.00%             | 2026-11-09      | Fixed         | 28.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14371097.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46218 | PA      | $47025.87     | 0.00%             | 2027-07-29      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5412456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1018 | PA      | $582.16       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.53         | 0.00%             | 2025-01-31      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1902 | PA      | $1845.37      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.59        | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611805.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23396 | PA      | $22419.91     | 0.00%             | 2026-08-20      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1374 | PA      | $1330.56      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077616.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4630 | PA      | $683.28       | 0.00%             | 2024-11-19      | Fixed         | 18.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205131.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2735 | PA      | $2710.10      | 0.00%             | 2026-12-08      | Fixed         | 27.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078364.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4974 | PA      | $4915.52      | 0.00%             | 2026-11-19      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164586812.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6234 | PA      | $5852.37      | 0.00%             | 2025-01-27      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $252.02       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6007046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       56316 | PA      | $54733.83     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12462065.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34026 | PA      | $33692.61     | 0.00%             | 2027-02-01      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4200 | PA      | $3990.27      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413519.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20631 | PA      | $20505.40     | 0.00%             | 2027-01-11      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6860 | PA      | $6488.47      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31402QSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38394 | PA      | $40206.28     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839910.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2205 | PA      | $2158.88      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5595624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         986 | PA      | $298.93       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.10         | 0.00%             | 2028-02-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644103.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6634 | PA      | $6556.33      | 0.00%             | 2027-02-16      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407476.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4376 | PA      | $1250.64      | 0.00%             | 2027-06-11      | Fixed         | 24.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12807 | PA      | $11159.03     | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631249.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1177 | PA      | $83.25        | 0.00%             | 2027-02-15      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.63        | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1327 | PA      | $654.69       | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4584 | PA      | $4565.39      | 0.00%             | 2026-10-18      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1377 | PA      | $1323.05      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4399 | PA      | $3863.69      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.22         | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 168351728.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         716 | PA      | $714.10       | 0.00%             | 2023-03-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $119.97       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         313 | PA      | $315.24       | 0.00%             | 2025-01-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14140 | PA      | $12989.07     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12159801.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24385 | PA      | $24412.74     | 0.00%             | 2027-03-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $96.05        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $150.96       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                  | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3253816.42   | 0.11%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16219 | PA      | $15732.95     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $116.02       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7169 | PA      | $6738.19      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5552961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         222 | PA      | $190.63       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2535 | PA      | $2449.52      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $0.00         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006519.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1900 | PA      | $1884.48      | 0.00%             | 2026-11-09      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21880 | PA      | $20976.82     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $26.44        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         449 | PA      | $453.08       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5102756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $98.96        | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $57.83        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991821437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $0.00         | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630147.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34342 | PA      | $34002.92     | 0.00%             | 2027-02-15      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11146646.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27263 | PA      | $27590.26     | 0.00%             | 2027-01-07      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2314 | PA      | $2164.46      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $189.85       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635191.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3275 | PA      | $958.65       | 0.00%             | 2025-02-15      | Fixed         | 29.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407061.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14926 | PA      | $14716.65     | 0.00%             | 2027-06-11      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4923524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1202 | PA      | $956.25       | 0.00%             | 2023-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6274513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39316 | PA      | $36787.73     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         643 | PA      | $617.52       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         429 | PA      | $421.81       | 0.00%             | 2027-02-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171178790.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4141 | PA      | $4000.03      | 0.00%             | 2023-10-21      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12160 | PA      | $4398.72      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991752793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         369 | PA      | $366.97       | 0.00%             | 2025-02-04      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6351 | PA      | $6036.28      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12006366.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8203 | PA      | $8287.98      | 0.00%             | 2026-01-22      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080301.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3443 | PA      | $3430.28      | 0.00%             | 2026-11-19      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413233.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2164 | PA      | $2134.11      | 0.00%             | 2027-01-11      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $133.54       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         726 | PA      | $743.76       | 0.00%             | 2025-01-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7088 | PA      | $6743.26      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $24.54        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2982 | PA      | $2868.54      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3380 | PA      | $3081.90      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635317.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2183 | PA      | $2164.58      | 0.00%             | 2029-02-15      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.95        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991673663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         739 | PA      | $739.97       | 0.00%             | 2025-01-21      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $209.19       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.85        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $48.22        | 0.00%             | 2025-01-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2150 | PA      | $2131.88      | 0.00%             | 2027-02-15      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4779678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3623 | PA      | $1529.15      | 0.00%             | 2023-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         963 | PA      | $931.27       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991867247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $112.26       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172080082.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7633 | PA      | $7450.44      | 0.00%             | 2023-11-18      | Fixed         | 9.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415315.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12611 | PA      | $12490.78     | 0.00%             | 2027-01-12      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4235 | PA      | $4035.23      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408818.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9961 | PA      | $9841.06      | 0.00%             | 2027-01-11      | Fixed         | 27.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4647 | PA      | $4246.14      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991900410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $6.54         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8937 | PA      | $8599.71      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         444 | PA      | $434.60       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1057 | PA      | $969.15       | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710922.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         657 | PA      | $651.73       | 0.00%             | 2024-09-14      | Fixed         | 28.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $119.84       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3481 | PA      | $3403.80      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1812 | PA      | $1768.42      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2017 | PA      | $1956.55      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $63.37        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6311098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3699 | PA      | $3427.37      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         784 | PA      | $811.68       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.21         | 0.00%             | 2028-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2080 | PA      | $2025.26      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1213 | PA      | $1241.61      | 0.00%             | 2025-01-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2507 | PA      | $2297.09      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $-8.12        | -0.00%            | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $0.00         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8608 | PA      | $8424.10      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630114.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7087 | PA      | $6837.47      | 0.00%             | 2026-09-24      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009592.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2740 | PA      | $2709.78      | 0.00%             | 2026-11-09      | Fixed         | 31.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         906 | PA      | $62.50        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2534 | PA      | $2636.69      | 0.00%             | 2025-02-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3951 | PA      | $3759.47      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         709 | PA      | $740.84       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874342.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9329 | PA      | $9238.16      | 0.00%             | 2024-10-18      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         282 | PA      | $289.07       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4329 | PA      | $3298.07      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         323 | PA      | $329.50       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5693390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32607 | PA      | $31224.74     | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $181.20       | 0.00%             | 2025-01-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31417YWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134690 | PA      | $137009.19    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13215 | PA      | $12596.65     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5335931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $224.39       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $379.14       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $202.03       | 0.00%             | 2025-02-03      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411385.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7514 | PA      | $7453.75      | 0.00%             | 2027-01-11      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005357.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4319 | PA      | $4291.18      | 0.00%             | 2026-11-09      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199819.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15328 | PA      | $15161.05     | 0.00%             | 2026-12-07      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6269850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12800 | PA      | $11869.01     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709115.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4292 | PA      | $4221.93      | 0.00%             | 2027-02-14      | Fixed         | 20.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408096.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2873 | PA      | $2842.92      | 0.00%             | 2025-01-11      | Fixed         | 10.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $5.88         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604551.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18373 | PA      | $17696.25     | 0.00%             | 2026-08-09      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1050 | PA      | $1077.23      | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12164096.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12828 | PA      | $12675.26     | 0.00%             | 2027-03-05      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701789.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2041 | PA      | $510.98       | 0.00%             | 2025-01-13      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         434 | PA      | $424.04       | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $7.28         | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         236 | PA      | $242.14       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674137.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1405 | PA      | $1357.53      | 0.00%             | 2024-12-21      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008001.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12519 | PA      | $12397.38     | 0.00%             | 2026-11-09      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8869 | PA      | $8339.13      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         482 | PA      | $471.69       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3001 | PA      | $2093.72      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2554 | PA      | $179.51       | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4896547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5160 | PA      | $1832.42      | 0.00%             | 2023-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19128 | PA      | $17811.24     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7323 | PA      | $6209.74      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $6.46         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1579196.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3794 | PA      | $3756.06      | 0.00%             | 2024-06-29      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1447 | PA      | $1517.42      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12226 | PA      | $11698.25     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $314.83       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12463162.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13305 | PA      | $13387.93     | 0.00%             | 2026-03-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2191085.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2834 | PA      | $2806.66      | 0.00%             | 2026-12-07      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413850.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8910 | PA      | $8835.84      | 0.00%             | 2027-01-11      | Fixed         | 8.58%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991555984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.12        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874151.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         939 | PA      | $934.08       | 0.00%             | 2026-10-18      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2373 | PA      | $2325.15      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8226 | PA      | $7994.27      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | 30 Day Federal Funds                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1490 | NC      | $465152.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18152 | PA      | $17276.95     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15072603.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44636 | PA      | $44388.77     | 0.00%             | 2027-07-15      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $217.80       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3937 | PA      | $4031.01      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5456346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1021 | PA      | $1002.24      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2470 | PA      | $2414.35      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         654 | PA      | $657.50       | 0.00%             | 2024-01-20      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128K8GM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9609 | PA      | $9894.58      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006510.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3580 | PA      | $3552.12      | 0.00%             | 2024-11-09      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205181.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1913 | PA      | $550.56       | 0.00%             | 2026-12-08      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $147.69       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4833494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         999 | PA      | $755.81       | 0.00%             | 2023-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11381442.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21152 | PA      | $21334.50     | 0.00%             | 2026-11-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3694 | PA      | $3757.38      | 0.00%             | 2025-01-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $87.42        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407SDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53578 | PA      | $55315.49     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $149.96       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661388.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3261 | PA      | $3131.83      | 0.00%             | 2026-11-05      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9879 | PA      | $9222.55      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         585 | PA      | $615.09       | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703708.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1527 | PA      | $1483.37      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407640.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9509 | PA      | $9413.65      | 0.00%             | 2027-01-11      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $67.60        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203711.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8570 | PA      | $8493.37      | 0.00%             | 2026-12-08      | Fixed         | 31.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.01         | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2192706.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8663 | PA      | $8580.99      | 0.00%             | 2026-12-07      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $178.73       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709128.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         616 | PA      | $612.33       | 0.00%             | 2024-09-14      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799040.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32544 | PA      | $32841.98     | 0.00%             | 2026-01-22      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408436.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34317 | PA      | $33835.69     | 0.00%             | 2027-01-11      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199661.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2452 | PA      | $2425.81      | 0.00%             | 2026-12-07      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1001 | PA      | $969.88       | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5171656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         875 | PA      | $168.24       | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.02        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414249.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3555 | PA      | $3530.81      | 0.00%             | 2027-01-12      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2217 | PA      | $2149.69      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413727.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3581 | PA      | $3551.71      | 0.00%             | 2027-01-11      | Fixed         | 8.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4677749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $52.59        | 0.00%             | 2023-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $45.87        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007426.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2201 | PA      | $1314.03      | 0.00%             | 2026-11-09      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $20.91        | 0.00%             | 2024-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $43.92        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6195 | PA      | $2535.63      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $-1.31        | -0.00%            | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $293.84       | 0.00%             | 2025-01-31      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1786 | PA      | $418.48       | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         898 | PA      | $682.24       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5545 | PA      | $4080.84      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634808.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1893 | PA      | $1874.17      | 0.00%             | 2029-02-15      | Fixed         | 26.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         464 | PA      | $446.14       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6978 | PA      | $3960.55      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4593141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1210 | PA      | $798.27       | 0.00%             | 2023-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         764 | PA      | $159.46       | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991922017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $-0.01        | -0.00%            | 2028-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $4.73         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $38.36        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14176 | PA      | $12143.92     | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409497.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1838 | PA      | $1814.87      | 0.00%             | 2027-06-11      | Fixed         | 26.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5713 | PA      | $4628.95      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694614.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2814 | PA      | $2713.26      | 0.00%             | 2025-01-13      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198474.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3129 | PA      | $-13.23       | -0.00%            | 2026-12-07      | Fixed         | 28.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16689 | PA      | $14929.77     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872932.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12692 | PA      | $12578.12     | 0.00%             | 2024-10-18      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $1.97         | 0.00%             | 2028-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $249.85       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140X9JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8958375 | PA      | $8854369.26   | 0.30%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $147.62       | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3893 | PA      | $3736.40      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674263.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         894 | PA      | $868.99       | 0.00%             | 2024-12-17      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980287.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6611 | PA      | $6272.69      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4948736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5916 | PA      | $1406.76      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25904 | PA      | $17787.16     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $105.09       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687128.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8322 | PA      | $8019.01      | 0.00%             | 2026-12-16      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         559 | PA      | $571.79       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12186510.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35074 | PA      | $35556.11     | 0.00%             | 2027-01-23      | Fixed         | 9.74%                 | 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        |     9500000 | PA      | $7922084.11   | 0.27%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.51         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4290 | PA      | $4155.58      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $126.18       | 0.00%             | 2025-01-25      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171373758.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8376 | PA      | $8182.78      | 0.00%             | 2023-10-22      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $30.07        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                          | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6034925.00   | 0.21%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         948 | PA      | $877.07       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4984948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         812 | PA      | $620.62       | 0.00%             | 2023-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3696 | PA      | $3498.23      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $98.62        | 0.00%             | 2024-01-31      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $9.39         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991896939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         553 | PA      | $551.04       | 0.00%             | 2024-02-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3032 | PA      | $2928.62      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $134.64       | 0.00%             | 2025-01-23      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6675 | PA      | $6352.91      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         802 | PA      | $834.14       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4632880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         398 | PA      | $285.59       | 0.00%             | 2023-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5050394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4580 | PA      | $3893.61      | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6362429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29554 | PA      | $27352.70     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.54         | 0.00%             | 2024-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1438 | PA      | $1304.83      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5759587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5730 | PA      | $5567.61      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         780 | PA      | $755.72       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         305 | PA      | $305.54       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4107 | PA      | $3506.15      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $175.12       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.38        | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15035 | PA      | $14483.20     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-09-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         396 | PA      | $403.77       | 0.00%             | 2024-01-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1439 | PA      | $1387.38      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741062.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         279 | PA      | $280.61       | 0.00%             | 2025-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080949.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5932 | PA      | $5853.02      | 0.00%             | 2026-11-19      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11973 | PA      | $11331.75     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11731526.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9156 | PA      | $9194.59      | 0.00%             | 2024-12-21      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.22        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8372 | PA      | $7251.94      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.90        | 0.00%             | 2024-01-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1541 | PA      | $1496.95      | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5253 | PA      | $5335.13      | 0.00%             | 2025-02-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6354871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39460 | PA      | $36657.32     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201513.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1528 | PA      | $907.91       | 0.00%             | 2026-12-08      | Fixed         | 30.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5727805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6441 | PA      | $6232.67      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701783.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12845 | PA      | $12232.84     | 0.00%             | 2027-01-13      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22507 | PA      | $21501.84     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3287 | PA      | $3193.84      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $1.31         | 0.00%             | 2027-11-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642906.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45625 | PA      | $42840.59     | 0.00%             | 2027-07-16      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5077583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3691 | PA      | $2030.39      | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5214421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $94.65        | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         604 | PA      | $558.32       | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $4.92         | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648730.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8037 | PA      | $7756.76      | 0.00%             | 2024-11-02      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991920123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $21.71        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $225.44       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1469063.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9468 | PA      | $9134.34      | 0.00%             | 2026-10-12      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009390.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4419 | PA      | $4380.27      | 0.00%             | 2024-11-09      | Fixed         | 11.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $173.19       | 0.00%             | 2024-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4913185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4730 | PA      | $4016.58      | 0.00%             | 2023-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1869327.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2562 | PA      | $2547.90      | 0.00%             | 2026-10-18      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6276698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1822 | PA      | $1679.05      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201511.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9466 | PA      | $9403.60      | 0.00%             | 2026-12-08      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $222.80       | 0.00%             | 2024-01-22      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $398.23       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6687 | PA      | $6409.30      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20996 | PA      | $20023.68     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6298642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4881 | PA      | $4577.19      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1183 | PA      | $82.53        | 0.00%             | 2025-01-29      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         925 | PA      | $896.48       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873391.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8090 | PA      | $8013.59      | 0.00%             | 2026-10-18      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4015 | PA      | $3427.92      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $87.23        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2627 | PA      | $2546.53      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3968 | PA      | $3743.76      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $131.39       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199126.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5538 | PA      | $5488.46      | 0.00%             | 2026-12-08      | Fixed         | 31.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         494 | PA      | $504.57       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4662309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13798 | PA      | $5239.70      | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991867276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         207 | PA      | $209.96       | 0.00%             | 2025-02-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415097.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2451 | PA      | $2426.15      | 0.00%             | 2027-01-12      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $266.58       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2166 | PA      | $1423.73      | 0.00%             | 2025-02-07      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $21.33        | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5768373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1741 | PA      | $1631.87      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1294 | PA      | $-93.62       | -0.00%            | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7877 | PA      | $7530.55      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4978982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13923 | PA      | $9763.65      | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416518.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3466 | PA      | $3432.75      | 0.00%             | 2025-01-12      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         747 | PA      | $711.65       | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794594.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $64.79        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077955.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1649 | PA      | $1633.21      | 0.00%             | 2024-11-19      | Fixed         | 11.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $93.40        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $103.46       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $6.97         | 0.00%             | 2024-01-24      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5288 | PA      | $5273.25      | 0.00%             | 2027-04-19      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8873 | PA      | $8427.67      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25752944.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10043 | PA      | $10437.56     | 0.00%             | 2025-01-03      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $194.44       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GPD Cos., Inc.                                                                  | GPD Cos., Inc.                                                                     | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4488475.00   | 0.15%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2956 | PA      | $578.72       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874284.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6470 | PA      | $6409.14      | 0.00%             | 2026-10-18      | Fixed         | 13.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407055.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4306 | PA      | $4259.40      | 0.00%             | 2027-01-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $328.08       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         374 | PA      | $359.86       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106008.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13728 | PA      | $13908.63     | 0.00%             | 2027-03-08      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $187.70       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         269 | PA      | $261.06       | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21770 | PA      | $20914.40     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5704779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8140 | PA      | $7709.22      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417528.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4400 | PA      | $1124.61      | 0.00%             | 2027-01-12      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078778.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8732 | PA      | $8703.87      | 0.00%             | 2026-11-19      | Fixed         | 28.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1638 | PA      | $1589.55      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403J7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5348 | PA      | $5442.66      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4757 | PA      | $4582.73      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5073420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1020 | PA      | $721.00       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5116990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4531 | PA      | $4236.01      | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415142.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1904 | PA      | $1868.60      | 0.00%             | 2027-01-12      | Fixed         | 16.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991924883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $17.89        | 0.00%             | 2025-02-05      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991889120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $192.59       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077221.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         858 | PA      | $-12.61       | -0.00%            | 2026-11-19      | Fixed         | 29.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         193 | PA      | $199.78       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15113452.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11944 | PA      | $11973.93     | 0.00%             | 2027-07-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3194 | PA      | $3146.72      | 0.00%             | 2026-11-09      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5375623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2296 | PA      | $2184.47      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5440954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3685 | PA      | $3592.76      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $21.69        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48073 | PA      | $47739.61     | 0.00%             | 2034-12-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2389901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         908 | PA      | $891.40       | 0.00%             | 2027-01-11      | Fixed         | 25.09%                | 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        |     2336688 | PA      | $1535611.46   | 0.05%             | 2038-07-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872558.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1132 | PA      | $1125.63      | 0.00%             | 2026-10-18      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $154.15       | 0.00%             | 2025-01-26      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $56.00        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12087415.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18645 | PA      | $18738.16     | 0.00%             | 2025-01-25      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6246312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8441 | PA      | $7989.17      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409471.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5292 | PA      | $5245.09      | 0.00%             | 2027-01-11      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198109.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         695 | PA      | $685.91       | 0.00%             | 2024-12-07      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4714469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         828 | PA      | $129.96       | 0.00%             | 2023-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648496.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4227 | PA      | $4017.24      | 0.00%             | 2026-11-07      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410442.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1736 | PA      | $1717.97      | 0.00%             | 2027-01-11      | Fixed         | 29.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $72.22        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $91.22        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $163.19       | 0.00%             | 2025-02-02      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874445.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3596 | PA      | $538.54       | 0.00%             | 2026-10-18      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Sanchez Energy Corp.                                                            | Mesquite Energy, Inc., Escrow Account                                              | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $67500.00     | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21383 | PA      | $20403.60     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1577 | PA      | $1538.34      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         389 | PA      | $363.06       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1374 | PA      | $1334.97      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13177 | PA      | $12236.04     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         155 | PA      | $39.47        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         585 | PA      | $569.17       | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $45.36        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $-5.35        | -0.00%            | 2025-01-20      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2332 | PA      | $2268.99      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $134.76       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.53        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873026.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         554 | PA      | $545.46       | 0.00%             | 2027-08-18      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413809.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7001 | PA      | $6929.49      | 0.00%             | 2027-01-11      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1779 | PA      | $1737.84      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2837 | PA      | $2756.32      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       52166 | PA      | $50029.51     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.82        | 0.00%             | 2024-08-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $100.94       | 0.00%             | 2024-02-07      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.47        | 0.00%             | 2024-01-31      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1662559.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7089 | PA      | $1687.57      | 0.00%             | 2024-11-15      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         663 | PA      | $469.46       | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5162509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       55221 | PA      | $17193.45     | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $157.46       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197368.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8763 | PA      | $8667.89      | 0.00%             | 2026-12-07      | Fixed         | 25.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $151.72       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2465 | PA      | $2392.10      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991847936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $17.63        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12397804.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10462 | PA      | $10570.06     | 0.00%             | 2026-03-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416032.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18017 | PA      | $17881.12     | 0.00%             | 2027-01-12      | Fixed         | 32.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2587827.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10818 | PA      | $10725.80     | 0.00%             | 2027-02-15      | Fixed         | 28.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12984 | PA      | $12260.93     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2144 | PA      | $2075.47      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6121001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33489 | PA      | $31955.94     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076355.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4723 | PA      | $4683.22      | 0.00%             | 2024-11-19      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418008.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1522 | PA      | $1512.08      | 0.00%             | 2027-01-12      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071630.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6254 | PA      | $6200.47      | 0.00%             | 2027-04-19      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9758 | PA      | $9093.77      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1424 | PA      | $1348.21      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $29.43        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007533.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12464 | PA      | $6649.49      | 0.00%             | 2026-11-09      | Fixed         | 26.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $117.53       | 0.00%             | 2024-01-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202624.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2174 | PA      | $154.32       | 0.00%             | 2026-12-08      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5180 | PA      | $4924.31      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206619.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6574 | PA      | $6512.00      | 0.00%             | 2026-12-08      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $71.81        | 0.00%             | 2024-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20773 | PA      | $18257.80     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1376 | PA      | $1329.85      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645646.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12185 | PA      | $11762.16     | 0.00%             | 2026-10-27      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991499314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         313 | PA      | $319.23       | 0.00%             | 2025-01-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $119.45       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.12         | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     7000000 | PA      | $27531.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678858.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $153.87       | 0.00%             | 2025-01-21      | 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-S6, Class PT | CUSIP: 21056AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      480988 | PA      | $448077.90    | 0.02%             | 2044-10-17      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1919 | PA      | $1871.41      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991540546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $92.68        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12446716.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8468 | PA      | $2920.76      | 0.00%             | 2027-03-22      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $114.11       | 0.00%             | 2025-01-23      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2635 | PA      | $2547.67      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         653 | PA      | $680.16       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $80.68        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2002 | PA      | $1667.49      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238251.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3624 | PA      | $3475.30      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.18         | 0.00%             | 2028-01-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649479.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         957 | PA      | $65.62        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1759 | PA      | $1700.57      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         205 | PA      | $210.09       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.34        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         797 | PA      | $835.42       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007001.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1295 | PA      | $1275.82      | 0.00%             | 2026-11-09      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6061385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9363 | PA      | $8984.66      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5101793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1482 | PA      | $1289.68      | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $88.68        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19060 | PA      | $17826.24     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         491 | PA      | $34.87        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6847 | PA      | $6541.72      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2335 | PA      | $2318.94      | 0.00%             | 2025-01-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640734.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45469 | PA      | $6495.65      | 0.00%             | 2027-02-16      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711190.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5284 | PA      | $5204.83      | 0.00%             | 2026-09-14      | Fixed         | 17.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2694 | PA      | $2586.76      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $88.90        | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139572.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5854 | PA      | $5906.33      | 0.00%             | 2024-03-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         741 | PA      | $603.87       | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.78         | 0.00%             | 2028-02-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4638157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1053 | PA      | $484.36       | 0.00%             | 2023-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687134.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4771 | PA      | $4586.25      | 0.00%             | 2024-12-16      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $234.87       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409264.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8612 | PA      | $8491.06      | 0.00%             | 2027-01-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5950 | PA      | $5508.89      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076607.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18149 | PA      | $242.14       | 0.00%             | 2026-11-19      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009664.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1345 | PA      | $793.65       | 0.00%             | 2027-04-09      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201870.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2556 | PA      | $2511.94      | 0.00%             | 2026-12-08      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.33        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25513053.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3719 | PA      | $337.29       | 0.00%             | 2027-12-24      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631467.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8792 | PA      | $8650.12      | 0.00%             | 2024-09-28      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873225.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6370 | PA      | $462.52       | 0.00%             | 2026-10-18      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.25        | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410407.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2892 | PA      | $201.16       | 0.00%             | 2027-01-11      | Fixed         | 31.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         401 | PA      | $27.74        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128KASF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108622 | PA      | $111327.43    | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $26.54        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202359.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2978 | PA      | $2954.18      | 0.00%             | 2026-12-08      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $1.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         656 | PA      | $635.03       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634619.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8176 | PA      | $7934.78      | 0.00%             | 2026-09-21      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198685.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2555 | PA      | $1417.44      | 0.00%             | 2026-12-07      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1883 | PA      | $1812.01      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $84.04        | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20917 | PA      | $20756.88     | 0.00%             | 2026-12-08      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8329 | PA      | $8261.46      | 0.00%             | 2027-01-11      | Fixed         | 8.66%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $90.36        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6044422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4608 | PA      | $4403.61      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17493062.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7522 | PA      | $7616.46      | 0.00%             | 2024-09-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $66.76        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                                           | Elevance Health, Inc.                                                              | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1142328.42   | 0.04%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $66.60        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7075 | PA      | $4634.58      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005005.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16128 | PA      | $15966.03     | 0.00%             | 2026-11-09      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077002.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9048 | PA      | $647.50       | 0.00%             | 2026-11-19      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2765 | PA      | $2396.51      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991673929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         305 | PA      | $317.95       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3862 | PA      | $3705.22      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206272.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2508 | PA      | $2481.64      | 0.00%             | 2026-12-08      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644636.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         724 | PA      | $717.37       | 0.00%             | 2025-02-16      | Fixed         | 10.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $283.70       | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609535.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6234 | PA      | $6173.86      | 0.00%             | 2024-08-24      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199695.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4934 | PA      | $4891.23      | 0.00%             | 2026-12-07      | Fixed         | 9.66%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12287335.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18298 | PA      | $18565.96     | 0.00%             | 2027-03-21      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         903 | PA      | $844.03       | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4000 | PA      | $3832.79      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874455.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13763 | PA      | $986.63       | 0.00%             | 2026-10-18      | Fixed         | 25.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         621 | PA      | $644.34       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         910 | PA      | $891.33       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3646 | PA      | $3560.84      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6765 | PA      | $6528.67      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170767991.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         527 | PA      | $521.38       | 0.00%             | 2023-09-23      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $24.41        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659220.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6704 | PA      | $6470.03      | 0.00%             | 2024-11-09      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         652 | PA      | $102.12       | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5301 | PA      | $4993.48      | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $223.30       | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2560 | PA      | $2428.62      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007056.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2079 | PA      | $2063.39      | 0.00%             | 2026-11-09      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5608112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21396 | PA      | $20453.42     | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $61.41        | 0.00%             | 2024-02-06      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2389 | PA      | $2308.04      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         894 | PA      | $840.53       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         601 | PA      | $581.81       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $56.87        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1108 | PA      | $1014.71      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $133.09       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873960.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2793 | PA      | $2748.71      | 0.00%             | 2024-10-18      | Fixed         | 28.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $202.92       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2493 | PA      | $2412.90      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12091 | PA      | $10705.56     | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5655 | PA      | $5474.95      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2197 | PA      | $2148.18      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Teledyne FLIR LLC                                                               | Teledyne FLIR LLC                                                                  | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1766230.81   | 0.06%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411172.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5224 | PA      | $5177.72      | 0.00%             | 2027-01-11      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655580.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12231 | PA      | $1880.20      | 0.00%             | 2026-10-27      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $31.28        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4539 | PA      | $4215.44      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649797.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9046 | PA      | $8750.79      | 0.00%             | 2024-10-28      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006868.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14937 | PA      | $1085.26      | 0.00%             | 2026-11-09      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204916.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9344 | PA      | $9267.95      | 0.00%             | 2027-05-08      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $29.25        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1232924.00   | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         348 | PA      | $356.41       | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6288241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21458 | PA      | $20127.27     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         797 | PA      | $774.85       | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $113.54       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $156.28       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205370.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6003 | PA      | $864.21       | 0.00%             | 2026-12-08      | Fixed         | 28.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11678 | PA      | $11232.06     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715845.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7662 | PA      | $6308.40      | 0.00%             | 2025-02-16      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $128.02       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6260137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49670 | PA      | $46272.55     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PROG Holdings, Inc.                                                             | PROG Holdings, Inc.                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4923127.00   | 0.17%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $205.01       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991550358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         740 | PA      | $-27.93       | -0.00%            | 2024-03-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642574.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17095 | PA      | $16894.53     | 0.00%             | 2027-02-16      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $295.17       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1996 | PA      | $848.00       | 0.00%             | 2023-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991905767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $122.96       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36208GA57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3417 | PA      | $3412.91      | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991555378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $75.93        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1431 | PA      | $1422.64      | 0.00%             | 2026-09-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6406 | PA      | $1010.55      | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163919650.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3086 | PA      | $3032.20      | 0.00%             | 2024-12-30      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         473 | PA      | $442.46       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7701 | PA      | $6489.24      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13184 | PA      | $12463.49     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173772624.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3416 | PA      | $3247.63      | 0.00%             | 2026-01-15      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $97.39        | 0.00%             | 2024-02-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $104.50       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5357298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1135 | PA      | $906.38       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $9.55         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $123.24       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203970.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1889 | PA      | $1856.55      | 0.00%             | 2026-12-08      | Fixed         | 19.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       88647 | PA      | $83005.83     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         337 | PA      | $344.48       | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008745.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5312 | PA      | $1522.53      | 0.00%             | 2026-11-09      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709547.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4535 | PA      | $1305.60      | 0.00%             | 2024-09-14      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5867175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2502 | PA      | $2439.99      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2140 | PA      | $2008.36      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         176 | PA      | $130.63       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077229.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16278 | PA      | $16137.69     | 0.00%             | 2026-11-19      | Fixed         | 11.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10314724.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24059 | PA      | $7033.56      | 0.00%             | 2026-01-08      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199236.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1026 | PA      | $1014.33      | 0.00%             | 2024-12-07      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         674 | PA      | $657.78       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2434 | PA      | $2337.35      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $137.81       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12343526.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21341 | PA      | $21581.12     | 0.00%             | 2026-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416140.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1982 | PA      | $1968.85      | 0.00%             | 2027-01-12      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         388 | PA      | $408.31       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11726144.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27173 | PA      | $6098.57      | 0.00%             | 2026-12-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2090 | PA      | $1907.85      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $44.03        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33964 | PA      | $23813.28     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $325.15       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         283 | PA      | $275.02       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.04         | 0.00%             | 2023-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5160 | PA      | $4806.71      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $234.22       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11742867.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17820 | PA      | $17651.54     | 0.00%             | 2027-02-05      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         269 | PA      | $281.63       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410747.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1328 | PA      | $1315.81      | 0.00%             | 2027-01-11      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $128.06       | 0.00%             | 2025-01-22      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $104.86       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         258 | PA      | $21.38        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3245 | PA      | $3083.90      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206827.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3570 | PA      | $3509.94      | 0.00%             | 2024-12-08      | Fixed         | 22.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4663 | PA      | $4548.05      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6148877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4898 | PA      | $4688.42      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31898 | PA      | $25184.91     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.38         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411609.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1393 | PA      | $1379.22      | 0.00%             | 2025-01-11      | Fixed         | 9.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         786 | PA      | $795.61       | 0.00%             | 2025-02-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991625116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         894 | PA      | $935.26       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201794.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5842 | PA      | $5772.75      | 0.00%             | 2024-12-08      | Fixed         | 14.37%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173925637.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2598 | PA      | $101.76       | 0.00%             | 2024-01-20      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5085496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $169.15       | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11808 | PA      | $10681.94     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2636 | PA      | $2514.34      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         935 | PA      | $397.74       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.49        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2729 | PA      | $2407.75      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         841 | PA      | $50.10        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991905008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.66         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629628.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9583 | PA      | $9198.98      | 0.00%             | 2026-09-24      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $197.18       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         530 | PA      | $432.71       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627706.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1274 | PA      | $1237.40      | 0.00%             | 2024-09-28      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5505 | PA      | $5357.13      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410714.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1119 | PA      | $-3.56        | -0.00%            | 2027-01-11      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $212.55       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412394.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1931 | PA      | $558.73       | 0.00%             | 2027-01-11      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         167 | PA      | $168.05       | 0.00%             | 2025-01-20      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4774144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1757 | PA      | $675.98       | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6723 | PA      | $6108.20      | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410798.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7179 | PA      | $7106.10      | 0.00%             | 2025-01-11      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $55.98        | 0.00%             | 2024-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $225.11       | 0.00%             | 2025-02-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643031.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33276 | PA      | $32999.40     | 0.00%             | 2027-02-16      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638912.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2005 | PA      | $299.21       | 0.00%             | 2025-02-16      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2768 | PA      | $2551.21      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         463 | PA      | $434.78       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         878 | PA      | $849.42       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5648285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6989 | PA      | $6743.03      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $-0.07        | -0.00%            | 2027-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.66         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5274 | PA      | $5110.07      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $108.14       | 0.00%             | 2024-02-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709498.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8975 | PA      | $8659.55      | 0.00%             | 2027-02-16      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $10.06        | 0.00%             | 2025-02-07      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32996 | PA      | $30931.17     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         176 | PA      | $181.54       | 0.00%             | 2025-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711817.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3961 | PA      | $3943.67      | 0.00%             | 2026-09-14      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5665103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23306 | PA      | $22341.98     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4019 | PA      | $2088.70      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991937053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         369 | PA      | $377.28       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12400371.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18420 | PA      | $18607.00     | 0.00%             | 2026-03-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23426 | PA      | $22736.36     | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4583887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         136 | PA      | $96.60        | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23197 | PA      | $22094.74     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         474 | PA      | $464.78       | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419527.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1232 | PA      | $1222.82      | 0.00%             | 2027-01-12      | Fixed         | 33.12%                | 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        |      730015 | PA      | $690607.61    | 0.02%             | 2045-01-15      | Variable      | 15.12%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12108 | PA      | $9517.21      | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24697398.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9170 | PA      | $9668.66      | 0.00%             | 2024-11-25      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991838708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $9.24         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $835.27       | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1122 | PA      | $5.49         | 0.00%             | 2024-02-02      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         508 | PA      | $518.12       | 0.00%             | 2025-01-29      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6025866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15652 | PA      | $14969.95     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5551702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1807 | PA      | $1757.49      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706254.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27799 | PA      | $4117.43      | 0.00%             | 2027-07-14      | Fixed         | 26.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8011 | PA      | $5675.48      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2221 | PA      | $1885.41      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2501 | PA      | $2434.53      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $75.83        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         458 | PA      | $445.51       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5300321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         936 | PA      | $551.43       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31371NSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2302 | PA      | $2334.37      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $77.73        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2157 | PA      | $1915.90      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010173.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6681 | PA      | $6589.50      | 0.00%             | 2026-11-09      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 161858763.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2232 | PA      | $2171.31      | 0.00%             | 2024-11-29      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1069 | PA      | $1015.21      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3231 | PA      | $3137.67      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5815447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10041 | PA      | $7536.61      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991934546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $122.63       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         421 | PA      | $351.37       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991829699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.42        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7732 | PA      | $7502.59      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705277.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38663 | PA      | $2677.06      | 0.00%             | 2026-09-14      | Fixed         | 32.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415206.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8928 | PA      | $631.13       | 0.00%             | 2025-01-12      | Fixed         | 28.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         249 | PA      | $250.45       | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2142 | PA      | $2063.08      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579337.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20866 | PA      | $21166.25     | 0.00%             | 2026-02-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6380 | PA      | $6161.46      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201499.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9495 | PA      | $9402.77      | 0.00%             | 2026-12-08      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195995.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3527 | PA      | $3496.47      | 0.00%             | 2026-12-07      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639353.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27252 | PA      | $7405.89      | 0.00%             | 2027-02-16      | Fixed         | 19.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1262 | PA      | $1195.44      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2491 | PA      | $2361.18      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31000000 | PA      | $30933398.36  | 1.05%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991627626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $29.68        | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35043 | PA      | $8161.25      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408291.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7289 | PA      | $-268.22      | -0.00%            | 2027-06-11      | Fixed         | 31.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1485 | PA      | $1512.57      | 0.00%             | 2025-02-08      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2405780.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1764 | PA      | $109.44       | 0.00%             | 2025-01-11      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991904951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $259.28       | 0.00%             | 2025-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4750803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3382 | PA      | $1762.12      | 0.00%             | 2023-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $12557662.73  | 0.43%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         683 | PA      | $664.13       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644267.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         883 | PA      | $875.72       | 0.00%             | 2027-02-16      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $155.28       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $63.28        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417403.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5873 | PA      | $5814.08      | 0.00%             | 2027-01-12      | Fixed         | 10.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080574.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4891 | PA      | $1416.84      | 0.00%             | 2026-11-19      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         357 | PA      | $24.60        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         927 | PA      | $624.20       | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5082283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1254 | PA      | $1023.60      | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873876.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9279 | PA      | $9196.27      | 0.00%             | 2024-10-18      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         778 | PA      | $0.00         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1038 | PA      | $1018.56      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5676293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14978 | PA      | $14496.85     | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $151.47       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200225.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1040 | PA      | $73.80        | 0.00%             | 2026-12-07      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5913 | PA      | $5546.67      | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692497.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4637 | PA      | $4488.88      | 0.00%             | 2025-01-19      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $164.90       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gates Global LLC / Gates Corp.                                                  | Gates Global LLC / Gates Corp.                                                     | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7790565.25   | 0.26%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5595540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         580 | PA      | $422.75       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8188 | PA      | $7944.05      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1165 | PA      | $1100.13      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5152822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24297 | PA      | $11268.97     | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         622 | PA      | $644.81       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2822 | PA      | $2579.72      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13194 | PA      | $13089.37     | 0.00%             | 2027-06-11      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3643 | PA      | $3416.28      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204816.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8317 | PA      | $8172.79      | 0.00%             | 2026-12-08      | Fixed         | 22.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006933.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4766 | PA      | $4728.31      | 0.00%             | 2027-04-09      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410432.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3510 | PA      | $3474.47      | 0.00%             | 2025-01-11      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         404 | PA      | $389.83       | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5603 | PA      | $5323.09      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26551 | PA      | $25425.47     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792500.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $195.58       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199060.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2141 | PA      | $2108.48      | 0.00%             | 2026-12-07      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         989 | PA      | $67.55        | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $104.45       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4727 | PA      | $4555.77      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991571658.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $108.44       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         995 | PA      | $942.76       | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769206.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.82        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12122672.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14365 | PA      | $5070.16      | 0.00%             | 2027-01-22      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $227.57       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1774 | PA      | $1741.49      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $14.19        | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201790.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2411 | PA      | $2369.06      | 0.00%             | 2026-12-08      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $129.46       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $169.03       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         550 | PA      | $525.48       | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.26         | 0.00%             | 2024-01-31      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5269141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1757 | PA      | $1528.84      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643525.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10299 | PA      | $10236.32     | 0.00%             | 2027-02-16      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18006 | PA      | $17895.16     | 0.00%             | 2027-02-16      | Fixed         | 27.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         538 | PA      | $539.01       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197644.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1939 | PA      | $1918.65      | 0.00%             | 2027-05-07      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3037 | PA      | $2921.23      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171245584.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1508 | PA      | $1475.71      | 0.00%             | 2023-10-22      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5209 | PA      | $4937.81      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11872544.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12232 | PA      | $12250.55     | 0.00%             | 2027-03-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         451 | PA      | $466.62       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         556 | PA      | $560.35       | 0.00%             | 2024-01-24      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5669715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2628 | PA      | $2560.09      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2189789.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3853 | PA      | $3809.75      | 0.00%             | 2026-12-08      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                  | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4656035.07   | 0.16%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $97.57        | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409231.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4290 | PA      | $4244.99      | 0.00%             | 2027-01-11      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5906768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4588 | PA      | $4237.11      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1764 | PA      | $1649.21      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1036 | PA      | $991.77       | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170941274.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19388 | PA      | $18347.82     | 0.00%             | 2025-10-05      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5135101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3765 | PA      | $3650.99      | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418154.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2892 | PA      | $391.44       | 0.00%             | 2027-06-12      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.36        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         321 | PA      | $337.97       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         463 | PA      | $451.47       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635768.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5977 | PA      | $5794.85      | 0.00%             | 2024-09-23      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8339 | PA      | $7503.97      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6202 | PA      | $5836.14      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $106.52       | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         313 | PA      | $306.73       | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5407468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         177 | PA      | $174.79       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006157.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2054 | PA      | $-25.36       | -0.00%            | 2026-11-09      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2061 | PA      | $2171.40      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5257285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         474 | PA      | $366.08       | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11660434.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25348 | PA      | $25271.60     | 0.00%             | 2027-02-04      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644643.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3817 | PA      | $3783.63      | 0.00%             | 2027-02-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715146.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21332 | PA      | $20564.23     | 0.00%             | 2027-02-15      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5829358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9089 | PA      | $8694.73      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19238 | PA      | $17949.32     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991843735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         458 | PA      | $462.50       | 0.00%             | 2025-02-07      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         697 | PA      | $722.59       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         234 | PA      | $243.61       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         530 | PA      | $373.37       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2160 | PA      | $2090.13      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         266 | PA      | $275.00       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         210 | PA      | $218.05       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1111 | PA      | $87.76        | 0.00%             | 2025-01-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         412 | PA      | $422.75       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205789.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5231 | PA      | $5181.53      | 0.00%             | 2026-12-08      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         518 | PA      | $498.99       | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409055.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         773 | PA      | $765.10       | 0.00%             | 2025-01-11      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7619 | PA      | $7270.46      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13146 | PA      | $12982.62     | 0.00%             | 2027-02-14      | Fixed         | 32.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $1.53         | 0.00%             | 2027-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006342.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2803 | PA      | $401.96       | 0.00%             | 2026-11-09      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $105.57       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3529 | PA      | $3446.89      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991937493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         694 | PA      | $711.16       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         747 | PA      | $758.42       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6450 | PA      | $6137.08      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $58.52        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $261.51       | 0.00%             | 2025-01-31      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $113.84       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         797 | PA      | $693.33       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5631 | PA      | $5326.44      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $130.86       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203707.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2884 | PA      | $2843.60      | 0.00%             | 2024-12-08      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $143.87       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991582980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $189.23       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301825.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2175 | PA      | $2001.34      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2405206.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20341 | PA      | $20123.68     | 0.00%             | 2027-01-11      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $86.43        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1357 | PA      | $1347.48      | 0.00%             | 2027-02-14      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6221527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44678 | PA      | $40984.94     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200600.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4150 | PA      | $4105.51      | 0.00%             | 2026-12-08      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991573314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         193 | PA      | $197.03       | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6207018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         789 | PA      | $592.04       | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5184700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1329 | PA      | $1296.61      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200501.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1931 | PA      | $1912.96      | 0.00%             | 2026-12-08      | Fixed         | 26.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $106.85       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.67         | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1683602.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1874 | PA      | $1786.84      | 0.00%             | 2025-07-05      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1010 | PA      | $982.80       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1541330.50   | 0.05%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009403.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6208 | PA      | $1764.25      | 0.00%             | 2027-04-09      | Fixed         | 24.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11737115.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11854 | PA      | $12013.29     | 0.00%             | 2025-12-18      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6936 | PA      | $6775.24      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $65.97        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3569 | PA      | $3469.53      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         969 | PA      | $672.95       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874319.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3914 | PA      | $3889.63      | 0.00%             | 2024-10-18      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3657 | PA      | $3449.40      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642814.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4093 | PA      | $4046.59      | 0.00%             | 2025-02-16      | Fixed         | 15.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5649697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2115 | PA      | $2057.87      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195998.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15670 | PA      | $15491.52     | 0.00%             | 2026-12-07      | Fixed         | 26.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4697 | PA      | $4285.89      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6610 | PA      | $6451.46      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $209.33       | 0.00%             | 2025-02-04      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $2.31         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $6.97         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11208788.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14701 | PA      | $14586.32     | 0.00%             | 2027-01-09      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         687 | PA      | $643.86       | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $137.01       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd.                                                      | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |    10914248 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11098 | PA      | $10287.16     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641976.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11807 | PA      | $11732.31     | 0.00%             | 2027-02-16      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413147.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3652 | PA      | $3617.65      | 0.00%             | 2027-01-11      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5738582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5670 | PA      | $5561.07      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709444.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2116 | PA      | $612.28       | 0.00%             | 2024-09-14      | Fixed         | 27.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6107606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6016 | PA      | $5773.18      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         335 | PA      | $265.02       | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874287.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13005 | PA      | $12883.75     | 0.00%             | 2026-10-18      | Fixed         | 14.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.43         | 0.00%             | 2028-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5786043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1376 | PA      | $1017.80      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15004884.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24226 | PA      | $24652.77     | 0.00%             | 2026-07-27      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12032875.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21231 | PA      | $21460.10     | 0.00%             | 2027-01-16      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2500000 | PA      | $2400097.65   | 0.08%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.65        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198227.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1756 | PA      | $975.38       | 0.00%             | 2026-12-08      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712366.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2720 | PA      | $193.10       | 0.00%             | 2026-09-14      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5707002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3544 | PA      | $3409.86      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1985263.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1410 | PA      | $1401.85      | 0.00%             | 2026-11-09      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         348 | PA      | $340.41       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         577 | PA      | $559.13       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076557.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22111 | PA      | $21007.40     | 0.00%             | 2027-04-19      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7162 | PA      | $6696.33      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1698 | PA      | $1574.80      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5829566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2230 | PA      | $2155.46      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3776 | PA      | $3570.86      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705354.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19168 | PA      | $18979.55     | 0.00%             | 2026-09-14      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5412734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8127 | PA      | $3948.07      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         524 | PA      | $477.62       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1087 | PA      | $1001.70      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410414.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4453 | PA      | $625.80       | 0.00%             | 2027-01-11      | Fixed         | 16.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         623 | PA      | $586.76       | 0.00%             | 2023-11-16      | 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 2019-37, Class PT | CUSIP: 21054QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      727994 | PA      | $696315.73    | 0.02%             | 2044-10-17      | Variable      | 18.73%                | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                              | Iliad Holding SASU                                                                 | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     2800000 | PA      | $2655072.00   | 0.09%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $66.76        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3263 | PA      | $2384.14      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1554 | PA      | $1271.88      | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         597 | PA      | $630.55       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7720 | PA      | $1965.67      | 0.00%             | 2027-01-12      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         784 | PA      | $787.28       | 0.00%             | 2025-01-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008122.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         770 | PA      | $756.91       | 0.00%             | 2026-11-09      | Fixed         | 29.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1486265.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7155 | PA      | $7006.21      | 0.00%             | 2024-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873371.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7368 | PA      | $7301.24      | 0.00%             | 2024-10-18      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991891229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $1.46         | 0.00%             | 2028-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         599 | PA      | $71.05        | 0.00%             | 2025-02-07      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $124.26       | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1282 | PA      | $1245.42      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008944.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3846 | PA      | $1104.40      | 0.00%             | 2026-11-09      | Fixed         | 28.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $158.06       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5475686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2736 | PA      | $707.44       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1440 | PA      | $1366.88      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $77.24        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006292.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1064 | PA      | $1051.06      | 0.00%             | 2025-04-09      | Fixed         | 11.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009584.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9676 | PA      | $9609.50      | 0.00%             | 2026-11-09      | Fixed         | 21.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412052.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11606 | PA      | $11445.38     | 0.00%             | 2027-01-11      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         536 | PA      | $553.07       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6174898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17754 | PA      | $16844.41     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630774.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3389 | PA      | $3370.59      | 0.00%             | 2027-02-15      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419333.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11570 | PA      | $11481.36     | 0.00%             | 2027-01-12      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205878.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1763 | PA      | $1746.76      | 0.00%             | 2026-12-08      | Fixed         | 27.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         979 | PA      | $913.72       | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2949 | PA      | $2869.97      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.04         | 0.00%             | 2025-02-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2576 | PA      | $2333.30      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6328683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3370 | PA      | $3142.16      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4247 | PA      | $301.25       | 0.00%             | 2026-12-08      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4288 | PA      | $4175.60      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409559.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1020 | PA      | $1007.57      | 0.00%             | 2027-06-11      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991837760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         559 | PA      | $38.62        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5621935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         800 | PA      | $779.64       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.30        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5768566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1057 | PA      | $1031.19      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2015-C02, Class 1M2                     | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     5193640 | PA      | $5301485.02   | 0.18%             | 2025-05-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411442.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13722 | PA      | $13584.07     | 0.00%             | 2025-01-11      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630414.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1283 | PA      | $1245.86      | 0.00%             | 2024-09-27      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6350994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4784 | PA      | $4455.98      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694740.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14205 | PA      | $14328.28     | 0.00%             | 2024-12-15      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         190 | PA      | $13.06        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991536876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         241 | PA      | $249.30       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         589 | PA      | $610.34       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $115.10       | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633581.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1515 | PA      | $1500.33      | 0.00%             | 2025-02-15      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648582.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8127 | PA      | $7845.45      | 0.00%             | 2026-10-27      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36206UM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          18 | PA      | $17.93        | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633805.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5711 | PA      | $412.18       | 0.00%             | 2027-02-16      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4700 | PA      | $4477.73      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635618.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3114 | PA      | $226.90       | 0.00%             | 2025-02-15      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2942 | PA      | $2755.24      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709495.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1437 | PA      | $1426.52      | 0.00%             | 2024-09-14      | Fixed         | 12.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4706450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6009 | PA      | $3046.66      | 0.00%             | 2023-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612149.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4872 | PA      | $4696.55      | 0.00%             | 2026-08-10      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991794941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $7.52         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645101.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4116 | PA      | $1195.60      | 0.00%             | 2027-02-17      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $28.81        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $9.51         | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2027-09-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $64.62        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Galaxy XXVIII CLO Ltd.                                                          | Galaxy XXVIII CLO Ltd., Series 2018-28A, Class C                                   | CUSIP: 36321JAJ3<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |     3070000 | PA      | $2959596.84   | 0.10%             | 2031-07-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641532.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6123 | PA      | $6083.36      | 0.00%             | 2027-02-16      | Fixed         | 22.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3215 | PA      | $3178.37      | 0.00%             | 2027-04-09      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5160 | PA      | $2027.06      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         636 | PA      | $46.49        | 0.00%             | 2025-01-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991555165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         167 | PA      | $175.37       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $30.39        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         418 | PA      | $425.30       | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2105 | PA      | $2019.62      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6357495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $617.37       | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872622.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2583 | PA      | $2572.89      | 0.00%             | 2026-10-18      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006982.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4363 | PA      | $1236.78      | 0.00%             | 2026-11-09      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411155.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2627 | PA      | $2599.51      | 0.00%             | 2025-01-11      | Fixed         | 7.59%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $59.68        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991861184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $182.82       | 0.00%             | 2025-02-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415914.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2421 | PA      | $2395.04      | 0.00%             | 2025-01-12      | Fixed         | 7.64%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695355.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3626 | PA      | $3501.63      | 0.00%             | 2025-01-14      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $304200.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12137 | PA      | $11333.51     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $82.90        | 0.00%             | 2024-01-22      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709134.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8427 | PA      | $2338.35      | 0.00%             | 2026-09-14      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $216.48       | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645588.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3457 | PA      | $3415.28      | 0.00%             | 2027-02-17      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991508732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1270 | PA      | $1294.07      | 0.00%             | 2025-01-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009886.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3415 | PA      | $3364.14      | 0.00%             | 2026-11-09      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5665606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2585 | PA      | $2363.11      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         756 | PA      | $771.38       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4898 | PA      | $4534.00      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         619 | PA      | $439.54       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1552 | PA      | $1539.52      | 0.00%             | 2026-09-14      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1702 | PA      | $1674.58      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991823294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $272.43       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16721812.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12166 | PA      | $12335.84     | 0.00%             | 2025-09-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4782528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         352 | PA      | $133.94       | 0.00%             | 2023-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637891.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5680 | PA      | $5620.59      | 0.00%             | 2025-02-16      | Fixed         | 19.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $-0.79        | -0.00%            | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4411 | PA      | $3984.76      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1869487.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3899 | PA      | $3874.41      | 0.00%             | 2024-10-18      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13129 | PA      | $12642.10     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633237.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3448 | PA      | $3414.07      | 0.00%             | 2027-02-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418737.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3292 | PA      | $3273.38      | 0.00%             | 2027-01-12      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12132313.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10933 | PA      | $11073.87     | 0.00%             | 2027-01-21      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874262.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5320 | PA      | $5253.10      | 0.00%             | 2026-10-18      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $263.09       | 0.00%             | 2024-01-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4661 | PA      | $4525.08      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $59.07        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674146.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8748 | PA      | $8330.63      | 0.00%             | 2026-12-31      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630936.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5260 | PA      | $5104.44      | 0.00%             | 2024-09-28      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         339 | PA      | $355.74       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165441115.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7582 | PA      | $6905.31      | 0.00%             | 2025-03-24      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 28 Ltd.                                             | Octagon Investment Partners 28 Ltd., Series 2016-1A, Class BR                      | CUSIP: 67591EAU7<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |     3914730 | PA      | $3858176.65   | 0.13%             | 2030-10-24      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         176 | PA      | $178.96       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1166 | PA      | $1102.49      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3957 | PA      | $3769.01      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196279.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3121 | PA      | $3087.66      | 0.00%             | 2026-12-07      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1446 | PA      | $861.49       | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9048 | PA      | $8728.24      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $99.45        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5867135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8340 | PA      | $7504.95      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         325 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991587154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $201.24       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1026 | PA      | $982.09       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5127847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $168.53       | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1180 | PA      | $1147.72      | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17000000 | PA      | $14682421.96  | 0.50%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         558 | PA      | $245.08       | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991918054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1521 | PA      | $1522.87      | 0.00%             | 2025-02-04      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694602.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7873 | PA      | $2041.49      | 0.00%             | 2025-01-13      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     5525000 | PA      | $-319086.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $13.05        | 0.00%             | 2025-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.06         | 0.00%             | 2028-02-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         960 | PA      | $994.79       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1609 | PA      | $1482.02      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651754.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16221 | PA      | $15590.36     | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12429877.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26836 | PA      | $26899.76     | 0.00%             | 2027-03-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991652792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $61.93        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413104.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10418 | PA      | $2623.77      | 0.00%             | 2027-01-11      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         179 | PA      | $187.34       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5292026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5106 | PA      | $1878.50      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199002.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1664 | PA      | $1644.96      | 0.00%             | 2024-12-08      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23113 | PA      | $21940.64     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         529 | PA      | $406.43       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005536.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2588 | PA      | $2565.53      | 0.00%             | 2024-11-09      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2326 | PA      | $2281.39      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202EBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47612 | PA      | $50727.62     | 0.00%             | 2034-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206413.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7324 | PA      | $7262.21      | 0.00%             | 2026-12-08      | Fixed         | 7.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2010100.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3770 | PA      | $546.39       | 0.00%             | 2024-11-09      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $3.97         | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $78.28        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749003.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6331 | PA      | $6045.72      | 0.00%             | 2027-03-31      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991929766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $167.10       | 0.00%             | 2025-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5658404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2662 | PA      | $2583.85      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $83.89        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2165 | PA      | $2065.72      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3732 | PA      | $3639.37      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654196.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16308 | PA      | $15680.82     | 0.00%             | 2026-11-10      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $0.00         | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         290 | PA      | $223.67       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076486.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1796 | PA      | $1788.54      | 0.00%             | 2024-11-19      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4694200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         875 | PA      | $317.54       | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5023 | PA      | $4728.00      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1488 | PA      | $1444.98      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 3138EGP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45737 | PA      | $45953.91     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4944 | PA      | $4863.49      | 0.00%             | 2027-02-15      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2749 | PA      | $2693.66      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199997.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3104 | PA      | $3069.10      | 0.00%             | 2026-12-07      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412515.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1869 | PA      | $18.61        | 0.00%             | 2027-01-11      | Fixed         | 29.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         592 | PA      | $621.92       | 0.00%             | 2025-01-26      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1068 | PA      | $1084.77      | 0.00%             | 2025-01-23      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8701 | PA      | $7575.46      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12179908.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7257 | PA      | $7274.35      | 0.00%             | 2025-01-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.60        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5654133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36218 | PA      | $27323.67     | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991860099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $209.81       | 0.00%             | 2024-01-26      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $320.96       | 0.00%             | 2025-01-31      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16710569.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23212 | PA      | $23642.06     | 0.00%             | 2026-09-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         329 | PA      | $316.25       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412420.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1344 | PA      | $795.77       | 0.00%             | 2027-01-11      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205672.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21207 | PA      | $20993.24     | 0.00%             | 2026-12-08      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         438 | PA      | $449.25       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4621133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9443 | PA      | $4127.77      | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $93.60        | 0.00%             | 2025-02-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15602293.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14643 | PA      | $14855.25     | 0.00%             | 2027-07-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3242 | PA      | $2266.36      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         646 | PA      | $619.65       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $2.56         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5029 | PA      | $4778.33      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715152.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7888 | PA      | $7619.46      | 0.00%             | 2025-02-28      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4818 | PA      | $4517.89      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078252.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1537 | PA      | $1513.84      | 0.00%             | 2026-11-19      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411745.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5911 | PA      | $3013.60      | 0.00%             | 2027-01-11      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2390839.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         486 | PA      | $478.02       | 0.00%             | 2027-01-11      | Fixed         | 30.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         401 | PA      | $52.18        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2500 | PA      | $2391.08      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         488 | PA      | $472.89       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4706808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5406 | PA      | $1985.17      | 0.00%             | 2023-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4469 | PA      | $4211.39      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408502.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5621 | PA      | $5573.72      | 0.00%             | 2027-01-12      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17404 | PA      | $16721.32     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1557 | PA      | $1515.18      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2466 | PA      | $2404.14      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $73.90        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608881.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1747 | PA      | $1693.09      | 0.00%             | 2024-08-23      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710592.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1092 | PA      | $1085.80      | 0.00%             | 2026-09-14      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204255.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1425 | PA      | $1411.91      | 0.00%             | 2026-12-08      | Fixed         | 30.54%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628356.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1495 | PA      | $1448.43      | 0.00%             | 2024-09-22      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $389.04       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008245.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3356 | PA      | $3332.85      | 0.00%             | 2024-11-09      | Fixed         | 17.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19563 | PA      | $18796.33     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1952 | PA      | $1985.00      | 0.00%             | 2027-01-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991626332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         446 | PA      | $464.94       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         805 | PA      | $108.85       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407837.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2693 | PA      | $391.82       | 0.00%             | 2027-01-11      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $128.46       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6385 | PA      | $6122.18      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4039 | PA      | $3849.99      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $74.14        | 0.00%             | 2024-02-07      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         298 | PA      | $21.82        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         384 | PA      | $393.82       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $60.92        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.08         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.48        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610013.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3592 | PA      | $3372.98      | 0.00%             | 2027-02-15      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1703139.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1775 | PA      | $1721.72      | 0.00%             | 2027-01-18      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         338 | PA      | $342.72       | 0.00%             | 2025-01-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991603854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $328.76       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1700 | PA      | $1600.84      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $77.71        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3149 | PA      | $219.18       | 0.00%             | 2025-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2070 | PA      | $2005.09      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1113682.92   | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408831.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3719 | PA      | $949.27       | 0.00%             | 2025-06-11      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3934 | PA      | $4074.52      | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2471 | PA      | $2385.73      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | Mitsubishi UFJ Financial Group, Inc.                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     9200000 | PA      | $9191449.06   | 0.31%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3091 | PA      | $3003.32      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $322.95       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $225.20       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         997 | PA      | $1023.77      | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1187 | PA      | $1215.54      | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $60.00        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5369148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         969 | PA      | $697.99       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414582.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16710 | PA      | $16940.60     | 0.00%             | 2026-03-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.64        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4225 | PA      | $4014.26      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1473 | PA      | $971.53       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7633 | PA      | $7164.86      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $52.61        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $0.00         | 0.00%             | 2028-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $71.48        | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         252 | PA      | $260.66       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         730 | PA      | $705.82       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HW27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2375 | PA      | $2450.62      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15573 | PA      | $14911.37     | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612131.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6053 | PA      | $5835.60      | 0.00%             | 2026-08-10      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         286 | PA      | $292.43       | 0.00%             | 2025-01-25      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.00         | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $88.25        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1977 | PA      | $1884.37      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                            | CUSIP: 87422VAE8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $1071000.00   | 0.04%             | 2026-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173785381.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11193 | PA      | $10906.56     | 0.00%             | 2026-01-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         793 | PA      | $797.31       | 0.00%             | 2025-01-21      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624622.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9898 | PA      | $9592.83      | 0.00%             | 2024-09-22      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6889 | PA      | $6293.74      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1311 | PA      | $1360.91      | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5786901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1649 | PA      | $1610.07      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203131.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2576 | PA      | $2543.30      | 0.00%             | 2024-12-08      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4046 | PA      | $3841.70      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         490 | PA      | $479.54       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3624 | PA      | $2575.84      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632506.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5207 | PA      | $5160.46      | 0.00%             | 2027-02-15      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13011 | PA      | $12876.57     | 0.00%             | 2026-10-18      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.01         | 0.00%             | 2027-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2070 | PA      | $1954.34      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4091 | PA      | $4057.21      | 0.00%             | 2027-02-15      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203252.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3420 | PA      | $242.51       | 0.00%             | 2026-12-08      | Fixed         | 31.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2549 | PA      | $2413.76      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009757.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35962 | PA      | $20534.47     | 0.00%             | 2026-11-09      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $56.23        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $26.38        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15142 | PA      | $13818.79     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9167 | PA      | $8671.00      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991918327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $-3.73        | -0.00%            | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2237 | PA      | $2130.13      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12767 | PA      | $12572.30     | 0.00%             | 2026-12-07      | Fixed         | 17.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11736851.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12399 | PA      | $4068.38      | 0.00%             | 2026-12-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $132.51       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3988 | PA      | $3875.58      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3582 | PA      | $3144.81      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34153 | PA      | $33727.63     | 0.00%             | 2026-11-19      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200760.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9670 | PA      | $9579.58      | 0.00%             | 2026-12-08      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638108.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6309 | PA      | $6202.20      | 0.00%             | 2024-10-25      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $106.30       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.25         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419299.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9924 | PA      | $9847.70      | 0.00%             | 2027-01-12      | Fixed         | 7.55%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5092547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         346 | PA      | $328.49       | 0.00%             | 2023-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2069 | PA      | $1516.48      | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11410185.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25494 | PA      | $25348.06     | 0.00%             | 2027-01-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170985931.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12829 | PA      | $1188.20      | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544517.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $99.38        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6055712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6465 | PA      | $6198.41      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12467297.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27051 | PA      | $27408.00     | 0.00%             | 2027-03-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         253 | PA      | $258.06       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         896 | PA      | $820.84       | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198546.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1313 | PA      | $1299.08      | 0.00%             | 2026-12-07      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419424.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7970 | PA      | $7866.32      | 0.00%             | 2027-01-12      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991865882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.18         | 0.00%             | 2028-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197271.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6530 | PA      | $6418.24      | 0.00%             | 2024-12-07      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         509 | PA      | $416.16       | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712571.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         937 | PA      | $931.80       | 0.00%             | 2024-09-14      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1111 | PA      | $1024.77      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1341 | PA      | $1299.42      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991883800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1086 | PA      | $1095.88      | 0.00%             | 2025-02-06      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709643.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3287 | PA      | $3242.58      | 0.00%             | 2026-09-14      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15063599.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21081 | PA      | $21375.55     | 0.00%             | 2025-07-23      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006513.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1703 | PA      | $1675.91      | 0.00%             | 2026-11-09      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610577.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3951 | PA      | $3841.54      | 0.00%             | 2024-08-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         614 | PA      | $640.01       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $138.02       | 0.00%             | 2024-02-06      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648690.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $102.59       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5175826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3737 | PA      | $2128.32      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5904 | PA      | $5650.38      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417726.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3490 | PA      | $3456.97      | 0.00%             | 2025-01-12      | Fixed         | 9.57%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $96.64        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.36         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1817 | PA      | $1675.04      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                                           | Tencent Holdings Ltd.                                                              | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    17100000 | PA      | $14408999.85  | 0.49%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $32.01        | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8655 | PA      | $8581.74      | 0.00%             | 2026-12-08      | Fixed         | 23.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         872 | PA      | $850.53       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $54.52        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25071 | PA      | $24072.91     | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2894 | PA      | $2808.52      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2084 | PA      | $1977.17      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3031 | PA      | $2780.08      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4279 | PA      | $4063.52      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4632 | PA      | $4588.80      | 0.00%             | 2024-11-09      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1696 | PA      | $121.17       | 0.00%             | 2027-03-18      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603753.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1177 | PA      | $1163.75      | 0.00%             | 2026-08-06      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611810.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1948 | PA      | $1873.31      | 0.00%             | 2026-08-10      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $195.53       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1322 | PA      | $1342.88      | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1560 | PA      | $990.74       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201641.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7282 | PA      | $7216.19      | 0.00%             | 2026-12-08      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4493 | PA      | $4440.56      | 0.00%             | 2026-11-19      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         313 | PA      | $318.22       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3095 | PA      | $2708.09      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2182 | PA      | $2158.06      | 0.00%             | 2026-12-07      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708040.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3087 | PA      | $2992.73      | 0.00%             | 2025-02-15      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $158.59       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13110 | PA      | $12579.39     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden 75 CLO Ltd.                                                              | Dryden 75 CLO Ltd., Series 2019-75A, Class AR2                                     | CUSIP: 26252JAS7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    30321000 | PA      | $29838855.66  | 1.01%             | 2034-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.82         | 0.00%             | 2025-01-24      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640736.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1090 | PA      | $1080.08      | 0.00%             | 2025-02-16      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610184.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7555 | PA      | $7294.23      | 0.00%             | 2024-08-15      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         563 | PA      | $574.12       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         467 | PA      | $471.79       | 0.00%             | 2024-01-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172843470.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12458 | PA      | $12129.16     | 0.00%             | 2026-01-06      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991867288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $0.55         | 0.00%             | 2027-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1716226.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6206 | PA      | $5951.48      | 0.00%             | 2025-02-16      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         675 | PA      | $336.41       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         380 | PA      | $384.84       | 0.00%             | 2025-02-07      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1273 | PA      | $167.05       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414519.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2437 | PA      | $2404.18      | 0.00%             | 2025-01-12      | Fixed         | 22.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.80        | 0.00%             | 2025-01-24      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         325 | PA      | $327.72       | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $179.27       | 0.00%             | 2025-01-26      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199332.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2192 | PA      | $2171.56      | 0.00%             | 2026-12-07      | Fixed         | 26.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206448.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8877 | PA      | $8786.15      | 0.00%             | 2026-12-08      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612708.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1276 | PA      | $676.91       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653086.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10699 | PA      | $10211.01     | 0.00%             | 2026-11-19      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $105.84       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         403 | PA      | $421.82       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873932.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3132 | PA      | $928.01       | 0.00%             | 2026-10-18      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         428 | PA      | $279.79       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639288.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13989 | PA      | $13866.60     | 0.00%             | 2027-02-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.44        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203741.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16265 | PA      | $16132.37     | 0.00%             | 2026-12-08      | Fixed         | 7.33%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3514 | PA      | $3347.76      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4588245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3204 | PA      | $1007.77      | 0.00%             | 2023-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $170.79       | 0.00%             | 2025-01-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4108 | PA      | $3728.94      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3713 | PA      | $3458.68      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079790.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6929 | PA      | $6869.54      | 0.00%             | 2026-11-19      | Fixed         | 11.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $291.53       | 0.00%             | 2025-02-06      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $2.69         | 0.00%             | 2025-02-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $15.10        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643974.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3256 | PA      | $3233.45      | 0.00%             | 2027-02-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413035.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2510 | PA      | $2464.82      | 0.00%             | 2027-01-11      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11408 | PA      | $10862.97     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4779439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1102 | PA      | $395.70       | 0.00%             | 2023-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075615.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2072 | PA      | $2065.08      | 0.00%             | 2026-11-19      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.25        | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $80.75        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9948 | PA      | $9386.78      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $94.25        | 0.00%             | 2025-02-04      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6822 | PA      | $5664.32      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         424 | PA      | $436.54       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007383.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3374 | PA      | $3347.33      | 0.00%             | 2026-11-09      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.22        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $95.85        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2524 | PA      | $2105.28      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991932100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.40        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         923 | PA      | $902.10       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006255.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1668 | PA      | $1653.44      | 0.00%             | 2024-11-09      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4212 | PA      | $4142.81      | 0.00%             | 2026-11-09      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3286 | PA      | $2286.89      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673708.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7507 | PA      | $7160.92      | 0.00%             | 2026-12-16      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.02        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5480752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3098 | PA      | $1627.96      | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         261 | PA      | $260.92       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         875 | PA      | $857.88       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.90        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         589 | PA      | $562.18       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11178 | PA      | $10490.63     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $-1.26        | -0.00%            | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418392.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1964 | PA      | $1949.87      | 0.00%             | 2027-01-12      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $132.20       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201796.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9453 | PA      | $675.08       | 0.00%             | 2026-12-08      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $66.92        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1598 | PA      | $1531.22      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38559 | PA      | $36392.50     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $114.48       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5599728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4867 | PA      | $3242.28      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3586 | PA      | $3299.94      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1045 | PA      | $649.13       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24670 | PA      | $22954.51     | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009454.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6502 | PA      | $6453.19      | 0.00%             | 2026-11-09      | Fixed         | 23.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991922466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $10.51        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $182.57       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4703 | PA      | $4346.85      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2263 | PA      | $156.63       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634910.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3312 | PA      | $-41.69       | -0.00%            | 2027-02-15      | Fixed         | 32.02%                | No            |                  3 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                             | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2250000 | PA      | $2314349.37   | 0.08%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         777 | PA      | $764.33       | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $82.36        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17939 | PA      | $17789.29     | 0.00%             | 2026-12-08      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $112.74       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991874547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $7.92         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415563.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5128 | PA      | $5072.36      | 0.00%             | 2025-01-12      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6203099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         495 | PA      | $465.07       | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1100 | PA      | $1028.37      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1106 | PA      | $883.90       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8521 | PA      | $7361.92      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419366.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5576 | PA      | $404.02       | 0.00%             | 2027-01-12      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4854 | PA      | $4489.95      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17451429.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8862 | PA      | $8993.45      | 0.00%             | 2024-09-24      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         820 | PA      | $638.45       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                              | Kimberly-Clark de Mexico SAB de CV                                                 | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |     2200000 | PA      | $1842009.27   | 0.06%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5063823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         349 | PA      | $318.93       | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5875 | PA      | $5591.48      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3133 | PA      | $1790.05      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         739 | PA      | $475.09       | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $92.25        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2047 | PA      | $1766.27      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22409 | PA      | $21422.37     | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991609616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         296 | PA      | $310.71       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2257 | PA      | $2201.20      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5651483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2584 | PA      | $2512.49      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16818 | PA      | $14192.05     | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5126438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25157 | PA      | $6797.31      | 0.00%             | 2023-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991537321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $80.54        | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7047 | PA      | $6687.21      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $113.72       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $6.45         | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9466 | PA      | $8148.71      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712049.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4399 | PA      | $4333.81      | 0.00%             | 2026-09-14      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5707894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $110.74       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.71        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14166 | PA      | $13198.93     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $226.72       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $58.91        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12415203.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21981 | PA      | $21867.55     | 0.00%             | 2027-03-21      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991558974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $59.24        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16174 | PA      | $15485.55     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991875332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709151.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10804 | PA      | $10729.58     | 0.00%             | 2024-09-14      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $87.00        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $76.81        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8030 | PA      | $7700.39      | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5310591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2306 | PA      | $1421.99      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1999 | PA      | $1061.85      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         240 | PA      | $243.09       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $137.31       | 0.00%             | 2025-01-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8927 | PA      | $8514.40      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2680 | PA      | $492.15       | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2542 | PA      | $2373.43      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6257767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1596 | PA      | $1512.96      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991864151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         960 | PA      | $66.42        | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31410F2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15280 | PA      | $16084.24     | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $109.49       | 0.00%             | 2024-02-04      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $275.89       | 0.00%             | 2025-01-25      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1592 | PA      | $1559.29      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009460.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2679 | PA      | $2661.90      | 0.00%             | 2026-11-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633588.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27724 | PA      | $27566.79     | 0.00%             | 2027-02-15      | Fixed         | 6.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991877592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         655 | PA      | $88.59        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2153 | PA      | $1891.98      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $68.38        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $250.91       | 0.00%             | 2024-02-03      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5577977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3972 | PA      | $3839.74      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1665 | PA      | $1602.23      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2313 | PA      | $2187.46      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991647202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $1.21         | 0.00%             | 2027-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22517 | PA      | $21823.19     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656462.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10566 | PA      | $10424.70     | 0.00%             | 2024-10-28      | Fixed         | 27.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5234 | PA      | $4984.23      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         290 | PA      | $67.36        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709924.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1266 | PA      | $1259.01      | 0.00%             | 2026-09-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5986 | PA      | $5791.32      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $2.73         | 0.00%             | 2028-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         542 | PA      | $478.05       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201314.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4262 | PA      | $4201.17      | 0.00%             | 2026-12-08      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16690474.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27364 | PA      | $27713.70     | 0.00%             | 2026-08-01      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674134.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1446 | PA      | $1397.68      | 0.00%             | 2024-12-16      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         888 | PA      | $65.77        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9192 | PA      | $8859.86      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410280.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1535 | PA      | $110.88       | 0.00%             | 2025-01-11      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1520 | PA      | $661.74       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $13.75        | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $201.05       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4715 | PA      | $4277.92      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11732587.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9050 | PA      | $2030.74      | 0.00%             | 2027-01-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991558522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $160.77       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4196 | PA      | $3867.15      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3223 | PA      | $2919.41      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12366828.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14068 | PA      | $14195.69     | 0.00%             | 2027-03-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $6600087.00   | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296QNL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2003 | PA      | $2082.76      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27151 | PA      | $25807.62     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.60        | 0.00%             | 2024-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412135.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1397 | PA      | $1383.20      | 0.00%             | 2025-01-11      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3219 | PA      | $3089.24      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $314.44       | 0.00%             | 2025-01-29      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         253 | PA      | $263.36       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         928 | PA      | $880.74       | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $158.36       | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $534.59       | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5088 | PA      | $4814.80      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         363 | PA      | $369.31       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5789241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24723 | PA      | $23832.06     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631294.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         752 | PA      | $744.01       | 0.00%             | 2025-02-15      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1989 | PA      | $1696.66      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991609600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1153 | PA      | $91.32        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         295 | PA      | $310.29       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $2.53         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         269 | PA      | $37.22        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1482 | PA      | $98.73        | 0.00%             | 2025-02-04      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2629 | PA      | $2608.86      | 0.00%             | 2027-01-12      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         245 | PA      | $233.46       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5711020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6714 | PA      | $6566.70      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5770 | PA      | $5745.12      | 0.00%             | 2026-09-14      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     7200000 | PA      | $6383834.21   | 0.22%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $84.57        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1493 | PA      | $1423.72      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1174 | PA      | $1149.22      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         464 | PA      | $472.99       | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173295643.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8323 | PA      | $8086.57      | 0.00%             | 2025-12-28      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689404.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         155 | PA      | $160.29       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $152.44       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         424 | PA      | $12.73        | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $96.42        | 0.00%             | 2024-01-30      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419075.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1492 | PA      | $870.55       | 0.00%             | 2025-01-12      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $8.73         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.17        | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009017.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5962 | PA      | $1610.37      | 0.00%             | 2026-11-09      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3171 | PA      | $2982.34      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $301.19       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991906662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $2.56         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.45        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411936.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6495 | PA      | $6427.68      | 0.00%             | 2027-01-11      | Fixed         | 13.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $131.41       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2653 | PA      | $2353.87      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200210.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17466 | PA      | $17147.29     | 0.00%             | 2026-12-07      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         519 | PA      | $475.07       | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         969 | PA      | $925.82       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1097 | PA      | $1104.21      | 0.00%             | 2025-02-06      | 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        |     3500000 | PA      | $2857470.00   | 0.10%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2760 | PA      | $2729.68      | 0.00%             | 2025-01-11      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005207.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10036 | PA      | $9908.73      | 0.00%             | 2026-11-09      | Fixed         | 17.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4772 | PA      | $4400.21      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         242 | PA      | $244.20       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $59.32        | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874507.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1830 | PA      | $1813.32      | 0.00%             | 2024-10-18      | Fixed         | 7.36%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665015.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18641 | PA      | $2409.67      | 0.00%             | 2024-11-22      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.25        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711112.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15779 | PA      | $15621.24     | 0.00%             | 2026-09-14      | Fixed         | 12.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.06         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10573456.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13092 | PA      | $7371.38      | 0.00%             | 2026-09-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2764 | PA      | $2670.12      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710867.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3392 | PA      | $481.02       | 0.00%             | 2026-09-14      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1917 | PA      | $1853.99      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27346 | PA      | $25340.46     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854042.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $44.31        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $60.90        | 0.00%             | 2024-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19015 | PA      | $18008.53     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196588.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9389 | PA      | $1259.39      | 0.00%             | 2026-12-07      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618983.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4202 | PA      | $4106.52      | 0.00%             | 2024-09-22      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1865 | PA      | $1308.30      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009304.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3166 | PA      | $858.16       | 0.00%             | 2026-11-09      | Fixed         | 23.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2040 | PA      | $1956.97      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $53.85        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $130.26       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.84        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         549 | PA      | $510.42       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         973 | PA      | $910.76       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         301 | PA      | $312.99       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.16        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12184624.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13200 | PA      | $12959.19     | 0.00%             | 2025-03-08      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         648 | PA      | $-16.27       | -0.00%            | 2025-02-06      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076368.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12535 | PA      | $12389.34     | 0.00%             | 2026-11-19      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417137.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8436 | PA      | $8279.20      | 0.00%             | 2025-06-12      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $99.43        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2435 | PA      | $1971.16      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408955.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2231 | PA      | $2208.73      | 0.00%             | 2027-01-11      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5077768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3726 | PA      | $3081.71      | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008990.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $242.39       | 0.00%             | 2026-11-09      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2192438.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10446 | PA      | $10331.79     | 0.00%             | 2026-12-07      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5287635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2632 | PA      | $2495.72      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $40.95        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1252 | PA      | $1003.16      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408154.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13365 | PA      | $976.63       | 0.00%             | 2027-01-11      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873696.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4046 | PA      | $1182.05      | 0.00%             | 2026-10-18      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40376 | PA      | $38430.25     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2007 | PA      | $1969.24      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7775000.00   | 0.26%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         360 | PA      | $373.41       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170737567.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $241.22       | 0.00%             | 2023-09-29      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.92        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005313.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42675 | PA      | $42078.52     | 0.00%             | 2027-04-09      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $107.22       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991883418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $31.97        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416354.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4302 | PA      | $4262.16      | 0.00%             | 2027-01-12      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $7.61         | 0.00%             | 2024-02-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1158 | PA      | $1068.34      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5582410.56   | 0.19%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1713806.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29017 | PA      | $28324.48     | 0.00%             | 2025-02-23      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $159.56       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3830 | PA      | $3870.16      | 0.00%             | 2025-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648588.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12393 | PA      | $11877.00     | 0.00%             | 2026-10-27      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         652 | PA      | $629.59       | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15045529.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13385 | PA      | $13387.20     | 0.00%             | 2025-07-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12171910.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12838 | PA      | $13009.42     | 0.00%             | 2026-01-22      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9021 | PA      | $8456.67      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991938491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         543 | PA      | $556.64       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008806.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6582 | PA      | $6532.49      | 0.00%             | 2026-11-09      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2714 | PA      | $2164.71      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2396686.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3503 | PA      | $3470.09      | 0.00%             | 2025-01-12      | Fixed         | 10.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         253 | PA      | $262.87       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410413.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10683 | PA      | $10574.21     | 0.00%             | 2025-01-11      | Fixed         | 14.16%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166505020.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         996 | PA      | $995.11       | 0.00%             | 2033-02-11      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637881.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5191 | PA      | $5145.99      | 0.00%             | 2027-02-16      | Fixed         | 14.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $11.01        | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4832 | PA      | $4677.69      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412920.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13120 | PA      | $1742.16      | 0.00%             | 2027-01-11      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721007.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10648 | PA      | $10276.10     | 0.00%             | 2027-02-15      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873053.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1466 | PA      | $1450.37      | 0.00%             | 2024-10-18      | Fixed         | 23.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2922 | PA      | $2816.72      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         278 | PA      | $288.79       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $226.63       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $34.64        | 0.00%             | 2024-01-22      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1176 | PA      | $992.41       | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.89        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5411002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         555 | PA      | $500.69       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5073629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $95.16        | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2862 | PA      | $2774.34      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $157.89       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173451209.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12905 | PA      | $12427.88     | 0.00%             | 2024-01-09      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $34.09        | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701807.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1484 | PA      | $1442.01      | 0.00%             | 2025-01-13      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1302 | PA      | $1256.33      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         440 | PA      | $457.26       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $180.18       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         754 | PA      | $55.54        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         383 | PA      | $385.92       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         263 | PA      | $272.02       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4894444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         597 | PA      | $505.04       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9938 | PA      | $9213.46      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $111.86       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3741 | PA      | $875.06       | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166123497.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         692 | PA      | $691.76       | 0.00%             | 2033-02-05      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $8.65         | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201216.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2395 | PA      | $1426.64      | 0.00%             | 2027-05-08      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $178.82       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2251 | PA      | $2203.69      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3297 | PA      | $3082.66      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009464.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17548 | PA      | $2478.30      | 0.00%             | 2026-11-09      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.94         | 0.00%             | 2024-02-04      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991899452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $7.23         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4422 | PA      | $3161.61      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11061 | PA      | $10759.54     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2394068.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6919 | PA      | $6812.69      | 0.00%             | 2027-01-12      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $184.33       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3406 | PA      | $3286.44      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2621 | PA      | $2418.25      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $227.25       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $99.68        | 0.00%             | 2024-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5097 | PA      | $4914.35      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $139.72       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4445 | PA      | $4276.08      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1331 | PA      | $1283.05      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991850407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.03        | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5265935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2136 | PA      | $2038.38      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5653773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12356 | PA      | $12092.98     | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $99.62        | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411559.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1833 | PA      | $1815.22      | 0.00%             | 2025-01-11      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $135.81       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $14.74        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9788 | PA      | $6390.71      | 0.00%             | 2025-02-02      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5088565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         371 | PA      | $360.91       | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6266370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46009 | PA      | $42775.95     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $119.11       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1683 | PA      | $1528.21      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579432.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13548 | PA      | $13706.99     | 0.00%             | 2026-12-19      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200896.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4656 | PA      | $4605.17      | 0.00%             | 2024-12-08      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $119.08       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196710.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16711 | PA      | $1217.69      | 0.00%             | 2026-12-07      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27106 | PA      | $24099.17     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1018 | PA      | $952.87       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419307.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33704 | PA      | $33519.82     | 0.00%             | 2027-01-12      | Fixed         | 7.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008598.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1980 | PA      | $1960.61      | 0.00%             | 2024-11-09      | Fixed         | 14.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710349.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2938 | PA      | $2912.10      | 0.00%             | 2024-09-14      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5304303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2018 | PA      | $1980.40      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201429.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10073 | PA      | $9973.27      | 0.00%             | 2026-12-08      | Fixed         | 15.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $104.60       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6067 | PA      | $5608.48      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $191.45       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1852 | PA      | $1734.95      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4754132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1704 | PA      | $1266.74      | 0.00%             | 2023-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13565 | PA      | $12517.19     | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3449 | PA      | $907.15       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4107 | PA      | $3516.23      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6354516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28491 | PA      | $26529.31     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873983.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2006 | PA      | $1995.17      | 0.00%             | 2026-10-18      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170705708.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4161 | PA      | $4011.50      | 0.00%             | 2023-10-05      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198564.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4009 | PA      | $3968.15      | 0.00%             | 2026-12-07      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $30.09        | 0.00%             | 2028-02-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203211.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10106 | PA      | $725.19       | 0.00%             | 2026-12-08      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         759 | PA      | $772.77       | 0.00%             | 2025-02-09      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $128.75       | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991859032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.70        | 0.00%             | 2027-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7698 | PA      | $7172.40      | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4971164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4299 | PA      | $3025.24      | 0.00%             | 2023-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         374 | PA      | $365.92       | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991573077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.04        | 0.00%             | 2024-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13101 | PA      | $12282.13     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $74.38        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $233.91       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $267.02       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         291 | PA      | $22.48        | 0.00%             | 2025-01-23      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6148584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         465 | PA      | $438.26       | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $223.94       | 0.00%             | 2025-01-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.13        | 0.00%             | 2023-05-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1782 | PA      | $1735.49      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4619 | PA      | $4302.65      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $114.89       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639280.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1963 | PA      | $1950.77      | 0.00%             | 2027-02-16      | Fixed         | 23.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3918 | PA      | $3656.44      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17458875.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4719 | PA      | $4775.94      | 0.00%             | 2027-09-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $115.42       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6047 | PA      | $4656.91      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991581893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $320.56       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11924017.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13076 | PA      | $13176.80     | 0.00%             | 2025-01-28      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991849419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         485 | PA      | $503.99       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.37        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| JP Morgan Structured Products BV                                                | Chaparral Energy, Inc.                                                             | CUSIP: 15942R133<br>LEI: XZYUUT6IYN31D9K77X08 | Long             |  | CORP              | NL        |           9 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36169 | PA      | $34895.81     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205203.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15794 | PA      | $15620.56     | 0.00%             | 2026-12-08      | Fixed         | 10.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718539.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.32        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1411 | PA      | $1416.25      | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8211 | PA      | $5797.70      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $6.23         | 0.00%             | 2024-01-21      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $1.05         | 0.00%             | 2027-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         473 | PA      | $460.56       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $128.11       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413945.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18469 | PA      | $18276.19     | 0.00%             | 2027-01-11      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205206.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25447 | PA      | $25081.29     | 0.00%             | 2026-12-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203382.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8100 | PA      | $8050.59      | 0.00%             | 2026-12-08      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5056944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1019 | PA      | $955.33       | 0.00%             | 2023-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.20         | 0.00%             | 2023-09-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410127.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         802 | PA      | $785.04       | 0.00%             | 2025-06-11      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         611 | PA      | $596.73       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1783 | PA      | $1333.11      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $135.95       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1454 | PA      | $1020.76      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874372.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1232 | PA      | $1211.77      | 0.00%             | 2024-10-18      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991866679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $63.53        | 0.00%             | 2024-02-05      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.47        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32939 | PA      | $20731.79     | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $31.79        | 0.00%             | 2024-01-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         465 | PA      | $480.01       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9016 | PA      | $8652.56      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17112174.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11172 | PA      | $11306.39     | 0.00%             | 2025-08-12      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $117.10       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $286.72       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1378 | PA      | $1344.83      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         402 | PA      | $386.78       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200712.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2711 | PA      | $1615.75      | 0.00%             | 2026-12-08      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12530 | PA      | $12023.75     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $88.84        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407259.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8278 | PA      | $595.94       | 0.00%             | 2027-01-11      | Fixed         | 19.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12270284.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30788 | PA      | $31222.42     | 0.00%             | 2026-03-14      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199825.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1731 | PA      | $1712.36      | 0.00%             | 2026-12-07      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         267 | PA      | $282.98       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         847 | PA      | $887.14       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         450 | PA      | $454.69       | 0.00%             | 2025-02-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         906 | PA      | $845.07       | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414473.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         859 | PA      | $848.35       | 0.00%             | 2027-01-12      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991778465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.26         | 0.00%             | 2028-02-19      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29423 | PA      | $28028.22     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4881 | PA      | $4459.38      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872889.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16660 | PA      | $16425.99     | 0.00%             | 2026-10-18      | Fixed         | 18.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1683 | PA      | $1453.54      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         712 | PA      | $522.16       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6337721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11985 | PA      | $11070.84     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1520 | PA      | $1553.25      | 0.00%             | 2025-01-29      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4665676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4628 | PA      | $1446.48      | 0.00%             | 2023-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         604 | PA      | $624.89       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15066363.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20843 | PA      | $21137.85     | 0.00%             | 2025-07-26      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4667 | PA      | $4555.97      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $259.68       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5753085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5641 | PA      | $5496.88      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1723899.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5944 | PA      | $873.58       | 0.00%             | 2025-02-18      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1747 | PA      | $1131.58      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5659867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1674 | PA      | $1253.43      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24606347.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11941 | PA      | $12166.52     | 0.00%             | 2024-12-03      | Fixed         | 30.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991897674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $3.07         | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $1.15         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         712 | PA      | $437.44       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5117309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         748 | PA      | $351.58       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1884 | PA      | $1765.30      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18300000 | PA      | $17220585.85  | 0.59%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15016056.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32276 | PA      | $32131.41     | 0.00%             | 2027-06-06      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| General Mills, Inc.                                                             | General Mills, Inc.                                                                | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1558366.48   | 0.05%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $150.72       | 0.00%             | 2025-01-30      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204469.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2729 | PA      | $2703.84      | 0.00%             | 2026-12-08      | Fixed         | 25.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         348 | PA      | $365.67       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991542919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         410 | PA      | $429.56       | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         296 | PA      | $301.50       | 0.00%             | 2025-01-23      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         554 | PA      | $484.15       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         569 | PA      | $586.03       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.16        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634284.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7434 | PA      | $7358.15      | 0.00%             | 2025-02-15      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5092317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4289 | PA      | $1981.87      | 0.00%             | 2023-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4643970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2081 | PA      | $616.38       | 0.00%             | 2023-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1949 | PA      | $1893.89      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007287.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8970 | PA      | $1272.41      | 0.00%             | 2024-11-09      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $116.90       | 0.00%             | 2025-01-22      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         214 | PA      | $47.55        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873408.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2550 | PA      | $2536.15      | 0.00%             | 2026-10-18      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8434 | PA      | $8078.80      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200085.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2614 | PA      | $2588.60      | 0.00%             | 2026-12-08      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         507 | PA      | $512.61       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         325 | PA      | $332.24       | 0.00%             | 2025-01-29      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197663.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2387 | PA      | $2363.68      | 0.00%             | 2026-12-07      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13863 | PA      | $6548.13      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Brands Finance plc                                                     | Imperial Brands Finance plc                                                        | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $1943482.57   | 0.07%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         382 | PA      | $395.75       | 0.00%             | 2025-02-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075052.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4400 | PA      | $4378.66      | 0.00%             | 2027-04-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1995 | PA      | $1919.84      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         242 | PA      | $31.02        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $27.06        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $7.85         | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1302 | PA      | $-79.41       | -0.00%            | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007779.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4357 | PA      | $4328.88      | 0.00%             | 2026-11-09      | Fixed         | 29.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20196 | PA      | $16278.78     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $290.72       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198467.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16976 | PA      | $16661.84     | 0.00%             | 2026-12-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $102.43       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $246.87       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689329.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8483 | PA      | $8094.45      | 0.00%             | 2027-01-14      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5034297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1274 | PA      | $1156.14      | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         599 | PA      | $412.66       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694464.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9185 | PA      | $9274.14      | 0.00%             | 2025-02-04      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37828 | PA      | $35867.48     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10590417.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18272 | PA      | $11055.49     | 0.00%             | 2026-10-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991857619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $186.28       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $-8.37        | -0.00%            | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5362 | PA      | $5093.38      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         234 | PA      | $31.63        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206245.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1173 | PA      | $165.56       | 0.00%             | 2024-12-08      | Fixed         | 20.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203290.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1249 | PA      | $1237.50      | 0.00%             | 2026-12-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632183.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6314 | PA      | $6260.83      | 0.00%             | 2027-02-15      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10001 | PA      | $9389.33      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2386 | PA      | $1934.92      | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008937.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5041 | PA      | $4973.02      | 0.00%             | 2026-11-09      | Fixed         | 18.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5026 | PA      | $4983.15      | 0.00%             | 2027-02-15      | Fixed         | 10.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2388641.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         733 | PA      | $725.98       | 0.00%             | 2025-01-11      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1447 | PA      | $1417.65      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19028 | PA      | $18414.05     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $0.00         | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11300000 | PA      | $10678058.62  | 0.36%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33164 | PA      | $31501.06     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634635.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7037 | PA      | $6972.77      | 0.00%             | 2027-02-15      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1141 | PA      | $1121.33      | 0.00%             | 2025-02-16      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5212 | PA      | $4924.11      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $252.49       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6203127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3858 | PA      | $3686.65      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632070.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2905 | PA      | $2880.87      | 0.00%             | 2027-02-15      | Fixed         | 30.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $147.51       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661914.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20569 | PA      | $19632.30     | 0.00%             | 2026-11-15      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6795 | PA      | $6468.68      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $4.67         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708763.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19992 | PA      | $19050.02     | 0.00%             | 2027-02-15      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $53.92        | 0.00%             | 2024-01-20      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991856913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.30         | 0.00%             | 2028-02-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $-3.98        | -0.00%            | 2027-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1464 | PA      | $1427.68      | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $209.69       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1793 | PA      | $1753.38      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079683.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3623 | PA      | $3590.84      | 0.00%             | 2026-11-19      | Fixed         | 10.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991562972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         494 | PA      | $507.87       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009837.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1295 | PA      | $1284.88      | 0.00%             | 2026-11-09      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $133.91       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1552 | PA      | $1516.24      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5623339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1311 | PA      | $1251.06      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991555516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.37         | 0.00%             | 2028-02-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1354 | PA      | $1323.30      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12450320.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12464 | PA      | $12452.62     | 0.00%             | 2027-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.10        | 0.00%             | 2023-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635063.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6952 | PA      | $6730.90      | 0.00%             | 2024-09-22      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273737.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3252 | PA      | $3033.04      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1475 | PA      | $1422.99      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8639 | PA      | $8563.03      | 0.00%             | 2027-02-16      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $59.02        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991652055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $20.79        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1190 | PA      | $1202.20      | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631380.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28942 | PA      | $27817.46     | 0.00%             | 2026-09-28      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200254.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1407 | PA      | $1389.10      | 0.00%             | 2024-12-07      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204262.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1338 | PA      | $1323.25      | 0.00%             | 2024-12-08      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201944.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4672 | PA      | $4622.05      | 0.00%             | 2027-05-08      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5753497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3504 | PA      | $3416.27      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7556 | PA      | $7269.98      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1864 | PA      | $1803.35      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         348 | PA      | $364.78       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1648 | PA      | $1593.41      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $118.56       | 0.00%             | 2024-01-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         957 | PA      | $970.64       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991845918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         333 | PA      | $331.99       | 0.00%             | 2025-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5097 | PA      | $4830.29      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5060641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10849 | PA      | $10037.46     | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643850.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13473 | PA      | $12778.01     | 0.00%             | 2027-02-16      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11283 | PA      | $10908.39     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6060104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2693 | PA      | $2591.24      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         473 | PA      | $489.19       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3907 | PA      | $3812.38      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196522.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5215 | PA      | $5158.41      | 0.00%             | 2026-12-07      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7906 | PA      | $6900.96      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2126302.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15216 | PA      | $9005.95      | 0.00%             | 2026-12-07      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195638.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8754 | PA      | $8612.16      | 0.00%             | 2027-05-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991922854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $48.84        | 0.00%             | 2025-02-07      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5042089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         136 | PA      | $120.43       | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603033.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4950 | PA      | $4844.90      | 0.00%             | 2024-08-07      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $34.58        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $156.37       | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         158 | PA      | $158.73       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1918 | PA      | $1958.10      | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4995431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6247 | PA      | $1068.29      | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640179.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3901 | PA      | $3870.76      | 0.00%             | 2027-02-16      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199121.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16972 | PA      | $8809.60      | 0.00%             | 2027-10-07      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5244310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6731 | PA      | $6050.01      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991892302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $66.81        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4519 | PA      | $4347.16      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171322854.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16156 | PA      | $15463.89     | 0.00%             | 2025-10-22      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         565 | PA      | $555.15       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31417Y2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18283 | PA      | $18725.54     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5456049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         794 | PA      | $756.47       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.34        | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634591.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         986 | PA      | $977.69       | 0.00%             | 2027-02-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873320.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1643 | PA      | $1623.51      | 0.00%             | 2026-10-18      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3864 | PA      | $3154.40      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $191.13       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $0.00         | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206074.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6608 | PA      | $6554.46      | 0.00%             | 2027-10-08      | Fixed         | 15.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         832 | PA      | $845.01       | 0.00%             | 2025-02-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $11.44        | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         337 | PA      | $336.71       | 0.00%             | 2025-01-30      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36202U5B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12257 | PA      | $12512.80     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1683241.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2854 | PA      | $2786.33      | 0.00%             | 2024-12-22      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $3.40         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5717551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3803 | PA      | $3646.19      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005075.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1939 | PA      | $1917.65      | 0.00%             | 2026-11-09      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.03         | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414591.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8042 | PA      | $8148.39      | 0.00%             | 2026-03-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11508449.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26316 | PA      | $26639.08     | 0.00%             | 2027-03-10      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7580 | PA      | $7191.59      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $103.67       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4728338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1573 | PA      | $1241.67      | 0.00%             | 2023-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $145.43       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15117837.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13565 | PA      | $13569.35     | 0.00%             | 2026-07-15      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3818 | PA      | $2860.32      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402682.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         974 | PA      | $965.22       | 0.00%             | 2027-01-11      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17468 | PA      | $17261.14     | 0.00%             | 2027-02-16      | Fixed         | 19.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9030 | PA      | $8301.17      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687125.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8362 | PA      | $8057.79      | 0.00%             | 2026-12-16      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.17        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640107.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9167 | PA      | $9084.26      | 0.00%             | 2027-02-16      | Fixed         | 11.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7392 | PA      | $7169.67      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6868 | PA      | $6775.52      | 0.00%             | 2027-01-12      | Fixed         | 16.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $28.60        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.05         | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         721 | PA      | $697.85       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708897.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2611 | PA      | $766.98       | 0.00%             | 2026-09-14      | Fixed         | 32.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2601 | PA      | $2500.69      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2644 | PA      | $2436.72      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2373 | PA      | $2359.12      | 0.00%             | 2024-09-14      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3813 | PA      | $3764.65      | 0.00%             | 2026-11-19      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4579784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         324 | PA      | $262.81       | 0.00%             | 2023-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $160.41       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874063.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5942 | PA      | $5909.05      | 0.00%             | 2026-10-18      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638182.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4703 | PA      | $330.58       | 0.00%             | 2027-02-16      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $72.86        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418306.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6281 | PA      | $6239.89      | 0.00%             | 2027-01-12      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009189.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5548 | PA      | $5495.26      | 0.00%             | 2026-11-09      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171032133.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         562 | PA      | $549.12       | 0.00%             | 2023-10-14      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4756 | PA      | $4517.11      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4383 | PA      | $4160.05      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.75        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1174 | PA      | $175.47       | 0.00%             | 2024-11-19      | Fixed         | 23.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $91.75        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12124756.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1649 | PA      | $1644.89      | 0.00%             | 2027-03-07      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $31.47        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2641 | PA      | $2232.83      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $170.08       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3269 | PA      | $2543.31      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.77        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         810 | PA      | $804.52       | 0.00%             | 2025-02-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201012.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42783 | PA      | $42041.23     | 0.00%             | 2026-12-08      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $3.16         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $78.61        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991543898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.05         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         954 | PA      | $925.50       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3982 | PA      | $3817.47      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5447961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1465 | PA      | $1431.92      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201072.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2473 | PA      | $2444.89      | 0.00%             | 2024-12-08      | Fixed         | 20.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075779.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1012 | PA      | $997.71       | 0.00%             | 2026-11-19      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5323235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4419 | PA      | $3993.33      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205926.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2006 | PA      | $97.56        | 0.00%             | 2024-12-08      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $0.20         | 0.00%             | 2025-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1319 | PA      | $1293.71      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         123 | PA      | $127.54       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $64.67        | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $429.41       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13002 | PA      | $12297.52     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $91.67        | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9462 | PA      | $8955.05      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3043 | PA      | $2890.47      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         930 | PA      | $895.68       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5620066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2868 | PA      | $1537.76      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1042 | PA      | $824.52       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200703.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         477 | PA      | $469.53       | 0.00%             | 2024-12-08      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $21.65        | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         433 | PA      | $292.15       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $47.70        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         279 | PA      | $278.24       | 0.00%             | 2024-02-03      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658842.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10447 | PA      | $10006.79     | 0.00%             | 2026-11-09      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631629.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3387 | PA      | $3277.63      | 0.00%             | 2026-09-28      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7823 | PA      | $7743.39      | 0.00%             | 2025-01-11      | Fixed         | 22.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991919465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $45.68        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687042.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         267 | PA      | $270.55       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $114.32       | 0.00%             | 2025-01-23      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411635.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4393 | PA      | $4318.77      | 0.00%             | 2027-01-11      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2625 | PA      | $2535.32      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200940.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1150 | PA      | $161.96       | 0.00%             | 2026-12-08      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         544 | PA      | $573.28       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1721 | PA      | $0.00         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204440.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1048 | PA      | $1037.80      | 0.00%             | 2026-12-08      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11304 | PA      | $10822.78     | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408892.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3637 | PA      | $3576.19      | 0.00%             | 2025-01-11      | Fixed         | 33.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196412.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1539 | PA      | $1515.48      | 0.00%             | 2026-12-07      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $86.24        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173956639.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4666 | PA      | $4513.30      | 0.00%             | 2026-01-25      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6197025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4680 | PA      | $4304.46      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.65        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1523 | PA      | $1473.09      | 0.00%             | 2024-02-26      | 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        |     6100000 | PA      | $5428496.75   | 0.18%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2655 | PA      | $1439.23      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $142.60       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6252196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5481 | PA      | $5274.80      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         320 | PA      | $0.00         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3630 | PA      | $3466.54      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3032 | PA      | $2527.07      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412033.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2384 | PA      | $2358.59      | 0.00%             | 2025-01-11      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2960 | PA      | $2934.88      | 0.00%             | 2027-02-15      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4895222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1066 | PA      | $440.35       | 0.00%             | 2023-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10494 | PA      | $9145.70      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5973457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37155 | PA      | $35772.22     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991618996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415328.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40038 | PA      | $39803.10     | 0.00%             | 2027-01-12      | Fixed         | 5.83%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         977 | PA      | $951.13       | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $5.13         | 0.00%             | 2024-02-07      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24618663.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14484 | PA      | $15381.95     | 0.00%             | 2024-12-21      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694027.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14198 | PA      | $13726.45     | 0.00%             | 2025-01-24      | Fixed         | 13.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7910 | PA      | $7290.70      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008923.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2554 | PA      | $2539.20      | 0.00%             | 2026-11-09      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.40        | 0.00%             | 2024-01-21      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873307.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1272 | PA      | $1265.08      | 0.00%             | 2026-10-18      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         222 | PA      | $61.60        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704675.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5511 | PA      | $5478.80      | 0.00%             | 2026-09-14      | Fixed         | 26.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12270743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11637 | PA      | $11692.72     | 0.00%             | 2025-03-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         281 | PA      | $288.68       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412366.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         707 | PA      | $700.31       | 0.00%             | 2025-01-11      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009687.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5263 | PA      | $5231.29      | 0.00%             | 2026-11-09      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1077 | PA      | $930.54       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2343 | PA      | $2257.09      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5684 | PA      | $3344.41      | 0.00%             | 2026-12-08      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $54.26        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $15.58        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992164.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2936 | PA      | $2917.14      | 0.00%             | 2026-11-09      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080819.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1469 | PA      | $1461.34      | 0.00%             | 2026-11-19      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $173.14       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6260717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26093 | PA      | $24345.40     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         634 | PA      | $657.48       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640760.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4272 | PA      | $4207.62      | 0.00%             | 2027-07-16      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $70.12        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.22        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         424 | PA      | $439.94       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12448900.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27247 | PA      | $27548.79     | 0.00%             | 2027-03-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28981 | PA      | $27878.57     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3849 | PA      | $3605.87      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         482 | PA      | $489.87       | 0.00%             | 2025-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5066 | PA      | $4957.08      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2818 | PA      | $2596.83      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411010.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4055 | PA      | $4018.67      | 0.00%             | 2027-01-11      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006623.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9448 | PA      | $9311.36      | 0.00%             | 2027-09-09      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         238 | PA      | $249.54       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4922790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         505 | PA      | $208.25       | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418613.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3321 | PA      | $3296.55      | 0.00%             | 2027-01-12      | Fixed         | 10.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         636 | PA      | $651.46       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $21.77        | 0.00%             | 2028-02-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8901 | PA      | $8366.97      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417889.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2683 | PA      | $1594.76      | 0.00%             | 2027-06-12      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.74         | 0.00%             | 2024-02-07      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640849.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3644 | PA      | $1046.47      | 0.00%             | 2027-07-16      | Fixed         | 22.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2746 | PA      | $2623.52      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008088.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8582 | PA      | $8498.68      | 0.00%             | 2026-11-09      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009940.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27379 | PA      | $27164.82     | 0.00%             | 2026-11-09      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $169.16       | 0.00%             | 2025-02-04      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $154.67       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5905123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1608 | PA      | $1563.12      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5098382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.77         | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4894456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2698 | PA      | $1400.69      | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.97        | 0.00%             | 2024-01-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2680 | PA      | $2291.85      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $267.14       | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10493 | PA      | $9961.11      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416040.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6818 | PA      | $1983.71      | 0.00%             | 2027-01-12      | Fixed         | 27.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4360 | PA      | $4318.30      | 0.00%             | 2025-01-12      | Fixed         | 7.78%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $49.31        | 0.00%             | 2025-02-02      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2284 | PA      | $2227.21      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.39        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1162 | PA      | $73.99        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5545996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         998 | PA      | $972.44       | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         197 | PA      | $201.19       | 0.00%             | 2025-01-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009541.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3853 | PA      | $274.16       | 0.00%             | 2026-11-09      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1980 | PA      | $1929.06      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $57.48        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6021186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10953 | PA      | $10501.25     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36987 | PA      | $34420.87     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         795 | PA      | $726.98       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         649 | PA      | $651.92       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $52.90        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3605 | PA      | $3433.83      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $22.14        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7953 | PA      | $5233.07      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         614 | PA      | $624.64       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3829 | PA      | $3280.89      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         982 | PA      | $924.02       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         242 | PA      | $245.55       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $112.06       | 0.00%             | 2024-01-25      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $2.48         | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         527 | PA      | $-22.03       | -0.00%            | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1696 | PA      | $1768.43      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645131.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1238 | PA      | $1229.56      | 0.00%             | 2027-02-17      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         549 | PA      | $555.20       | 0.00%             | 2024-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009323.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5280 | PA      | $5247.78      | 0.00%             | 2026-11-09      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5246013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1210 | PA      | $976.23       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         573 | PA      | $585.13       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3285 | PA      | $3200.70      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11237 | PA      | $6982.90      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.03         | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49988 | PA      | $27574.66     | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10692 | PA      | $10305.46     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11553389.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16936 | PA      | $17152.18     | 0.00%             | 2027-02-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4826 | PA      | $4437.21      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2149 | PA      | $1974.67      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1435 | PA      | $1422.22      | 0.00%             | 2027-01-11      | Fixed         | 29.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $233.83       | 0.00%             | 2024-02-04      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10712 | PA      | $3712.16      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         605 | PA      | $626.13       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $176.30       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         597 | PA      | $606.81       | 0.00%             | 2025-02-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164685625.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         778 | PA      | $777.47       | 0.00%             | 2033-01-31      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1228 | PA      | $1215.94      | 0.00%             | 2025-01-11      | Fixed         | 17.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407827.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2500 | PA      | $2474.84      | 0.00%             | 2025-01-11      | Fixed         | 8.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3405 | PA      | $3330.31      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         136 | NC      | $107085.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1004 | PA      | $1014.76      | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009636.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4926 | PA      | $4878.98      | 0.00%             | 2026-11-09      | Fixed         | 13.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2256 | PA      | $2180.50      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203856.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25216 | PA      | $24955.75     | 0.00%             | 2026-12-08      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4206 | PA      | $4061.67      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1306 | PA      | $1271.53      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648945.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28904 | PA      | $27700.25     | 0.00%             | 2026-10-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6248816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3027 | PA      | $2850.23      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4088 | PA      | $3696.38      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $255.61       | 0.00%             | 2025-02-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14217 | PA      | $13829.84     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412851.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4423 | PA      | $4378.79      | 0.00%             | 2027-06-11      | Fixed         | 28.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408843.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2595 | PA      | $2566.44      | 0.00%             | 2027-01-11      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13731 | PA      | $12929.37     | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22109 | PA      | $21304.01     | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         396 | PA      | $305.15       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4207 | PA      | $4099.24      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632915.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13586 | PA      | $13472.80     | 0.00%             | 2027-02-15      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $33.82        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5608465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         674 | PA      | $662.52       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710596.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4025 | PA      | $3973.77      | 0.00%             | 2026-09-14      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $67.12        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1555 | PA      | $1453.46      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         206 | PA      | $210.97       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         352 | PA      | $52.31        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         311 | PA      | $322.10       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $229.18       | 0.00%             | 2024-01-31      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         766 | PA      | $802.64       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4298 | PA      | $4246.91      | 0.00%             | 2024-12-07      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611387.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7258 | PA      | $6993.85      | 0.00%             | 2026-08-09      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418166.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4172 | PA      | $4140.52      | 0.00%             | 2027-01-12      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8228 | PA      | $6795.20      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874334.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5510 | PA      | $5474.83      | 0.00%             | 2024-10-18      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639711.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1396 | PA      | $1379.09      | 0.00%             | 2027-02-16      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064168.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4195 | PA      | $3968.05      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21098 | PA      | $19718.62     | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $25.73        | 0.00%             | 2024-02-06      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $13.53        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2917 | PA      | $2515.11      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $51.63        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1340 | PA      | $1266.27      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1937 | PA      | $1890.15      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206615.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13151 | PA      | $7805.42      | 0.00%             | 2027-10-08      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5738 | PA      | $5426.93      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205951.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47339 | PA      | $3362.17      | 0.00%             | 2026-12-08      | Fixed         | 30.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $12.77        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170976689.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3701 | PA      | $3615.02      | 0.00%             | 2023-10-28      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $175.58       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711943.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4356 | PA      | $4326.99      | 0.00%             | 2026-09-14      | Fixed         | 30.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $478.16       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1761 | PA      | $1719.14      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412889.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1688 | PA      | $1670.92      | 0.00%             | 2027-01-11      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201301.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3830 | PA      | $3798.16      | 0.00%             | 2026-12-08      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11709913.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44651 | PA      | $44426.60     | 0.00%             | 2027-02-02      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6246365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6856 | PA      | $6524.14      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $55.79        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $100.99       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076582.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18448 | PA      | $2650.60      | 0.00%             | 2026-11-19      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634627.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5417 | PA      | $5371.53      | 0.00%             | 2027-02-15      | Fixed         | 28.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4894821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2195 | PA      | $756.60       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         766 | PA      | $805.68       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2417 | PA      | $1806.98      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642053.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3717 | PA      | $3693.18      | 0.00%             | 2027-02-17      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $164.46       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $201.37       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991891498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $58.62        | 0.00%             | 2024-02-03      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172045506.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7708 | PA      | $7457.55      | 0.00%             | 2023-11-17      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1089 | PA      | $910.24       | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         641 | PA      | $354.94       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5300172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2183 | PA      | $2131.70      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1634 | PA      | $1534.98      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715143.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17427 | PA      | $16604.92     | 0.00%             | 2027-02-15      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2585 | PA      | $2572.68      | 0.00%             | 2026-11-19      | Fixed         | 23.70%                | 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        |      765922 | PA      | $725937.03    | 0.02%             | 2045-03-15      | Variable      | 15.34%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         458 | PA      | $465.29       | 0.00%             | 2025-01-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2758 | PA      | $2507.24      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635512.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15598 | PA      | $15440.78     | 0.00%             | 2027-02-15      | Fixed         | 14.58%                | 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        |      800000 | PA      | $736978.32    | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5307959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1005 | PA      | $738.37       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8332 | PA      | $8255.15      | 0.00%             | 2026-11-09      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006460.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2970 | PA      | $2931.43      | 0.00%             | 2026-11-09      | Fixed         | 18.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873439.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1336 | PA      | $1330.34      | 0.00%             | 2027-03-18      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         611 | PA      | $639.36       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078837.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2246 | PA      | $2218.02      | 0.00%             | 2026-11-19      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202382.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1577 | PA      | $1562.16      | 0.00%             | 2026-12-08      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         177 | PA      | $177.77       | 0.00%             | 2025-01-19      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $2.55         | 0.00%             | 2025-01-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1644 | PA      | $1589.97      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $5.04         | 0.00%             | 2025-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $237.96       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5762015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3156 | PA      | $2989.34      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         368 | PA      | $287.50       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633249.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4902 | PA      | $4861.13      | 0.00%             | 2027-02-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $149.42       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6615 | PA      | $6171.22      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721427.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13169 | PA      | $12614.55     | 0.00%             | 2025-02-24      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200182.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3028 | PA      | $214.56       | 0.00%             | 2026-12-07      | Fixed         | 31.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6342 | PA      | $6158.28      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $98.69        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         902 | PA      | $843.19       | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         392 | PA      | $403.64       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15066730.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13496 | PA      | $13429.42     | 0.00%             | 2027-07-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.41         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8144 | PA      | $7734.60      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202148.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2296 | PA      | $659.03       | 0.00%             | 2026-12-08      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1619901.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9376 | PA      | $9046.57      | 0.00%             | 2026-08-24      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4840 | PA      | $4564.98      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1650 | PA      | $1641.04      | 0.00%             | 2027-01-12      | Fixed         | 6.53%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2068552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1861 | PA      | $281.62       | 0.00%             | 2024-11-19      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197817.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3968 | PA      | $3922.84      | 0.00%             | 2024-12-07      | Fixed         | 6.54%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4816 | PA      | $395.31       | 0.00%             | 2026-12-07      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $96.67        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $208.86       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $116.42       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5665857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5920 | PA      | $5788.81      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687113.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13902 | PA      | $13251.77     | 0.00%             | 2026-12-16      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $102.26       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5738916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6729 | PA      | $6385.31      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       67161 | PA      | $62937.63     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16720658.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36894 | PA      | $37461.47     | 0.00%             | 2027-09-15      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $83.82        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174115077.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11721 | PA      | $11424.85     | 0.00%             | 2024-02-01      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413595.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2925 | PA      | $2898.88      | 0.00%             | 2027-01-11      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413166.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2620 | PA      | $756.87       | 0.00%             | 2027-01-11      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4907364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1372 | PA      | $408.64       | 0.00%             | 2023-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874317.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4599 | PA      | $-468.34      | -0.00%            | 2027-03-18      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640051.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8031 | PA      | $7970.95      | 0.00%             | 2027-02-16      | Fixed         | 22.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         363 | PA      | $333.46       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         510 | PA      | $35.49        | 0.00%             | 2025-01-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $45.40        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5391068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         661 | PA      | $644.11       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991570910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $120.62       | 0.00%             | 2025-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $156.99       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5173148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         670 | PA      | $648.44       | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078541.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2944 | PA      | $2907.07      | 0.00%             | 2026-11-19      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873036.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2824 | PA      | $2807.27      | 0.00%             | 2026-10-18      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $180.66       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         284 | PA      | $275.24       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5637 | PA      | $398.80       | 0.00%             | 2026-10-18      | Fixed         | 26.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10843011.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19497 | PA      | $2365.71      | 0.00%             | 2026-10-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36290TUG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10630 | PA      | $11181.97     | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991652664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.06        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         465 | PA      | $473.25       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         954 | PA      | $990.56       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722492.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7465 | PA      | $7154.02      | 0.00%             | 2025-02-20      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080275.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3033 | PA      | $3023.37      | 0.00%             | 2026-11-19      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20613 | PA      | $20344.36     | 0.00%             | 2026-11-09      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410395.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4358 | PA      | $4284.43      | 0.00%             | 2027-01-11      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $90.86        | 0.00%             | 2025-02-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $216.38       | 0.00%             | 2024-01-18      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991622578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $169.27       | 0.00%             | 2025-01-28      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079147.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14174 | PA      | $14021.86     | 0.00%             | 2026-11-19      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12432804.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31649 | PA      | $31989.43     | 0.00%             | 2027-03-09      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007377.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14334 | PA      | $14141.48     | 0.00%             | 2026-11-09      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642963.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4308 | PA      | $4280.63      | 0.00%             | 2027-02-16      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         849 | PA      | $835.92       | 0.00%             | 2026-11-09      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2795 | PA      | $2764.07      | 0.00%             | 2026-09-14      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47860 | PA      | $46048.90     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3530 | PA      | $3393.50      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005604.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19148 | PA      | $18993.79     | 0.00%             | 2026-11-09      | Fixed         | 7.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708870.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2492 | PA      | $2477.46      | 0.00%             | 2024-09-14      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2120 | PA      | $1967.58      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $-0.73        | -0.00%            | 2028-01-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10446 | PA      | $6131.66      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.32         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22503 | PA      | $20654.34     | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         270 | PA      | $276.08       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644940.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2718 | PA      | $2580.46      | 0.00%             | 2027-02-17      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078387.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2316 | PA      | $2295.24      | 0.00%             | 2026-11-19      | Fixed         | 14.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.24         | 0.00%             | 2028-02-06      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407809.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10643 | PA      | $10522.33     | 0.00%             | 2027-01-11      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077446.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5416 | PA      | $5358.18      | 0.00%             | 2026-11-19      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $149.57       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10837 | PA      | $9261.46      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $121.58       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         936 | PA      | $875.46       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652624.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2616 | PA      | $2521.62      | 0.00%             | 2024-11-09      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4832548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8758 | PA      | $2674.43      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         641 | PA      | $601.22       | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $15.79        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641882.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2344 | PA      | $2252.24      | 0.00%             | 2027-02-16      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6103 | PA      | $5836.57      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11109 | PA      | $10661.47     | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $156.55       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1925 | PA      | $1834.87      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2128 | PA      | $1871.95      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2202 | PA      | $2064.21      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991844970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         789 | PA      | $794.31       | 0.00%             | 2024-02-04      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1430 | PA      | $1434.74      | 0.00%             | 2024-02-07      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006892.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7413 | PA      | $519.48       | 0.00%             | 2026-11-09      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2181 | PA      | $2127.54      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2816 | PA      | $2729.93      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708800.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4103 | PA      | $2428.23      | 0.00%             | 2026-09-14      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5089 | PA      | $4905.05      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4893123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1125 | PA      | $834.64       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5905047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6235 | PA      | $6013.95      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2270 | PA      | $2039.90      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643938.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1345 | PA      | $1336.51      | 0.00%             | 2027-02-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991864872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.38         | 0.00%             | 2028-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $66.13        | 0.00%             | 2025-01-25      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32072 | PA      | $29279.29     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         531 | PA      | $553.83       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4977066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18486 | PA      | $9604.47      | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         864 | PA      | $856.56       | 0.00%             | 2027-02-16      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14952 | PA      | $14556.50     | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4462 | PA      | $4534.72      | 0.00%             | 2025-02-02      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991900344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.57        | 0.00%             | 2024-02-03      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36208FJU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1555 | PA      | $1560.28      | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $48.26        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         179 | PA      | $185.84       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5566025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16922 | PA      | $16021.90     | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12188890.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16780 | PA      | $16659.62     | 0.00%             | 2027-03-08      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         402 | PA      | $55.17        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1318 | PA      | $1137.87      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26055 | PA      | $24787.42     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         776 | PA      | $713.85       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5452385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1761 | PA      | $1718.90      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11550730.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5773 | PA      | $5851.78      | 0.00%             | 2024-02-03      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4905436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         769 | PA      | $383.08       | 0.00%             | 2023-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $-5.47        | -0.00%            | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.39         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201153.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13678 | PA      | $977.58       | 0.00%             | 2027-05-08      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2564 | PA      | $2392.49      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $185.25       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991627597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $279.41       | 0.00%             | 2025-01-30      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5137092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         690 | PA      | $277.88       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171032242.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9951 | PA      | $9564.96      | 0.00%             | 2025-10-02      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $38.82        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         590 | PA      | $607.26       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         162 | PA      | $125.56       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $55.70        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1683 | PA      | $1614.32      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.72         | 0.00%             | 2028-02-09      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25381 | PA      | $23457.38     | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701396.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4477 | PA      | $4308.21      | 0.00%             | 2027-01-13      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         404 | PA      | $411.86       | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991936016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.28         | 0.00%             | 2025-02-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                              | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2952330.16   | 0.10%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991858897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $28.77        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $201.57       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $30.54        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710504.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3481 | PA      | $247.48       | 0.00%             | 2024-09-14      | Fixed         | 8.16%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $14.69        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6114 | PA      | $5865.19      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $301.63       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991841527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         476 | PA      | $474.03       | 0.00%             | 2025-02-05      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1045 | PA      | $995.37       | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8547 | PA      | $8066.15      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5360661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4539 | PA      | $4401.60      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $49.70        | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $65.88        | 0.00%             | 2024-02-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3397 | PA      | $3267.53      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5262 | PA      | $5232.56      | 0.00%             | 2027-12-16      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1219 | PA      | $1166.66      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         888 | PA      | $544.06       | 0.00%             | 2023-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991616810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         406 | PA      | $419.87       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $117.96       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709219.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $79.40        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8753 | PA      | $8139.04      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078933.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9466 | PA      | $8919.83      | 0.00%             | 2025-04-19      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1120 | PA      | $1174.33      | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $256.12       | 0.00%             | 2025-01-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         274 | PA      | $274.75       | 0.00%             | 2024-01-22      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418727.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5699 | PA      | $406.35       | 0.00%             | 2027-01-12      | Fixed         | 28.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2197 | PA      | $2293.38      | 0.00%             | 2025-01-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         831 | PA      | $765.74       | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203217.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         963 | PA      | $953.51       | 0.00%             | 2026-12-08      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413704.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21810 | PA      | $552.08       | 0.00%             | 2027-01-11      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8312 | PA      | $6607.45      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5005 | PA      | $4754.93      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710375.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1682 | PA      | $1674.74      | 0.00%             | 2026-09-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659070.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6587 | PA      | $6326.64      | 0.00%             | 2024-11-09      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16627732.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23578 | PA      | $23958.60     | 0.00%             | 2027-09-12      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $144.36       | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5738477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6793 | PA      | $6005.70      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1050 | PA      | $1005.57      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $75.77        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3393 | PA      | $3214.21      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         333 | PA      | $312.46       | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.25         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1239 | PA      | $1275.50      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36203N5N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           3 | PA      | $2.94         | 0.00%             | 2023-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2517 | PA      | $2414.07      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7705 | PA      | $7483.39      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $32.29        | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                   | Gartner, Inc.                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6658715.00   | 0.23%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1632 | PA      | $1233.68      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10599 | PA      | $9931.95      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1064 | PA      | $1008.10      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5889 | PA      | $5806.95      | 0.00%             | 2026-11-19      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206366.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2706 | PA      | $195.61       | 0.00%             | 2026-12-08      | Fixed         | 13.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.80        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7363 | PA      | $7054.08      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418430.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2155 | PA      | $2119.39      | 0.00%             | 2027-01-12      | Fixed         | 23.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991879607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $216.70       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6193 | PA      | $6068.17      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204516.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4441 | PA      | $2631.58      | 0.00%             | 2026-12-08      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644291.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5819 | PA      | $413.99       | 0.00%             | 2027-07-16      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         391 | PA      | $368.15       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-26      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710054.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18928 | PA      | $18816.14     | 0.00%             | 2024-09-14      | Fixed         | 20.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         198 | PA      | $208.16       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6299236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35018 | PA      | $32734.36     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198590.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4470 | PA      | $319.98       | 0.00%             | 2026-12-07      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14033 | PA      | $13111.03     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874269.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4263 | PA      | $4239.79      | 0.00%             | 2026-10-18      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4778 | PA      | $4607.53      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639649.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1604 | PA      | $1100.58      | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5031927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $92.92        | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                   | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     9500000 | PA      | $7818527.84   | 0.27%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4764584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         523 | PA      | $247.31       | 0.00%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6464 | PA      | $3517.79      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $251.56       | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2234 | PA      | $2087.31      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710722.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15576 | PA      | $15446.97     | 0.00%             | 2026-09-14      | Fixed         | 9.73%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.10         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991930808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         717 | PA      | $739.95       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4005 | PA      | $3584.10      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563658.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         883 | PA      | $910.74       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611363.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7141 | PA      | $6885.52      | 0.00%             | 2024-08-09      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715854.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5069 | PA      | $4861.29      | 0.00%             | 2025-02-16      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078513.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15037 | PA      | $14861.97     | 0.00%             | 2026-11-19      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5745 | PA      | $5209.74      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5173 | PA      | $4731.62      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605592.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1802 | PA      | $0.00         | 0.00%             | 2026-08-10      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5265661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1093 | PA      | $1023.73      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1132 | PA      | $1059.14      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12246 | PA      | $11459.78     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1194 | PA      | $1211.54      | 0.00%             | 2025-01-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4555 | PA      | $4419.50      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $31.07        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3667 | PA      | $3627.57      | 0.00%             | 2025-01-12      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2177 | PA      | $2122.05      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         176 | PA      | $1.01         | 0.00%             | 2025-01-31      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         542 | PA      | $502.94       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1175 | PA      | $1145.37      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1625 | PA      | $1656.89      | 0.00%             | 2025-01-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3332 | PA      | $3299.02      | 0.00%             | 2026-12-08      | Fixed         | 22.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1315 | PA      | $1321.31      | 0.00%             | 2024-01-23      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         453 | PA      | $473.06       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991903768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1356 | PA      | $1360.09      | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2415 | PA      | $2350.52      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991865740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $8.44         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $22.11        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9459 | PA      | $8928.92      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $172.73       | 0.00%             | 2024-01-25      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Yara International ASA                                                          | Yara International ASA                                                             | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     1400000 | PA      | $1176240.59   | 0.04%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $193.58       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $2.08         | 0.00%             | 2028-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008772.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8304 | PA      | $8198.04      | 0.00%             | 2026-11-09      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         879 | PA      | $854.26       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19180 | PA      | $18179.09     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $80.25        | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         173 | PA      | $179.43       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6680 | PA      | $6499.25      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $22.63        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991937565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $71.95        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708913.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10641 | PA      | $10255.49     | 0.00%             | 2027-02-15      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644251.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1079 | PA      | $1071.62      | 0.00%             | 2027-02-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $49.48        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411493.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12821 | PA      | $12708.99     | 0.00%             | 2027-01-12      | Fixed         | 28.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.11         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5577779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2792 | PA      | $2437.95      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686151.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1427 | PA      | $1378.45      | 0.00%             | 2024-12-29      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2672 | PA      | $2618.36      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $23.84        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419476.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3225 | PA      | $229.32       | 0.00%             | 2027-01-12      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5235289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1704 | PA      | $1660.98      | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2669 | PA      | $2095.97      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $97.17        | 0.00%             | 2025-01-26      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $107.43       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991851738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.64        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5593 | PA      | $5076.75      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6215 | PA      | $5412.37      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $45.44        | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.83         | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646819.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3255 | PA      | $3143.70      | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36200KXP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3583 | PA      | $3658.26      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         291 | PA      | $292.93       | 0.00%             | 2025-01-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625948.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5979 | PA      | $5796.56      | 0.00%             | 2024-09-24      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8828 | PA      | $6145.36      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080433.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2079 | PA      | $2053.53      | 0.00%             | 2026-11-19      | Fixed         | 25.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10161712.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3909 | PA      | $3850.18      | 0.00%             | 2024-08-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $71.76        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078808.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21148 | PA      | $20881.75     | 0.00%             | 2026-11-19      | Fixed         | 19.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $222.62       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5503207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         711 | PA      | $698.47       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2105 | PA      | $2073.41      | 0.00%             | 2027-01-11      | Fixed         | 21.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4876 | PA      | $4571.37      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5625834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1632 | PA      | $1594.15      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $79.86        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5362361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1118 | PA      | $965.25       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $478.26       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7801 | PA      | $6845.21      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3310 | PA      | $3023.07      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567858.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         401 | PA      | $397.54       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166039716.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18845 | PA      | $18067.55     | 0.00%             | 2025-02-28      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $86.48        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710286.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8413 | PA      | $507.54       | 0.00%             | 2024-09-14      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12340 | PA      | $11912.56     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665651.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10175 | PA      | $9856.00      | 0.00%             | 2024-11-09      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410176.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5509 | PA      | $1588.54      | 0.00%             | 2027-01-11      | Fixed         | 27.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $182.22       | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5336258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4115 | PA      | $3956.91      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         658 | PA      | $640.46       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $64.10        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633295.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15738 | PA      | $15617.98     | 0.00%             | 2027-02-15      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11600 | PA      | $9450.78      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $12.23        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $90.50        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650046.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15469 | PA      | $15177.81     | 0.00%             | 2024-10-29      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5246421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15059 | PA      | $9638.88      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         281 | PA      | $-11.08       | -0.00%            | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5387 | PA      | $5247.85      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170808772.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6336 | PA      | $6213.57      | 0.00%             | 2023-09-29      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.86        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         440 | PA      | $30.06        | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12755 | PA      | $12232.83     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29192 | PA      | $28173.61     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3731 | PA      | $3403.91      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3059 | PA      | $2421.64      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12148090.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12560 | PA      | $12688.87     | 0.00%             | 2025-01-22      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $139.74       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         490 | PA      | $507.11       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6174420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2735 | PA      | $2589.13      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202450.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2664 | PA      | $2642.76      | 0.00%             | 2027-05-08      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710205.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3109 | PA      | $3100.09      | 0.00%             | 2024-09-14      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15052242.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47116 | PA      | $48237.62     | 0.00%             | 2027-09-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6711 | PA      | $6657.21      | 0.00%             | 2027-01-11      | Fixed         | 10.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $22.01        | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1882 | PA      | $1874.88      | 0.00%             | 2026-11-19      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415513.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3351 | PA      | $3296.37      | 0.00%             | 2027-01-12      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6758 | PA      | $6392.26      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006915.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1340 | PA      | $1330.66      | 0.00%             | 2024-11-09      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $95.53        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $151.95       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639097.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         909 | PA      | $903.21       | 0.00%             | 2027-02-16      | Fixed         | 30.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         510 | PA      | $521.97       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.42        | 0.00%             | 2025-01-22      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $44.20        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $30.83        | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1666449.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9509 | PA      | $9056.42      | 0.00%             | 2026-11-09      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1976857.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6916 | PA      | $6872.12      | 0.00%             | 2026-11-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407YH51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31007 | PA      | $31891.77     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198067.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5169 | PA      | $1302.01      | 0.00%             | 2026-12-07      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $185.49       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         240 | PA      | $247.52       | 0.00%             | 2025-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5189 | PA      | $4960.85      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         809 | PA      | $836.61       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10833798.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15046 | PA      | $15275.03     | 0.00%             | 2025-10-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $4.09         | 0.00%             | 2028-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658144.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19731 | PA      | $19253.22     | 0.00%             | 2024-11-17      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991656115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         750 | PA      | $761.77       | 0.00%             | 2025-02-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407947.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3243 | PA      | $3214.35      | 0.00%             | 2027-01-11      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9943 | PA      | $9825.45      | 0.00%             | 2026-10-18      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         405 | PA      | $28.20        | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007937.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12853 | PA      | $12662.33     | 0.00%             | 2026-11-09      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6200852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29522 | PA      | $28243.68     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $153.94       | 0.00%             | 2025-02-02      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         409 | PA      | $392.18       | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10785 | PA      | $10610.95     | 0.00%             | 2027-02-15      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4659810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $39.47        | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         494 | PA      | $-15.62       | -0.00%            | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2738 | PA      | $1749.17      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5731 | PA      | $2601.46      | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11442801.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15017 | PA      | $15197.61     | 0.00%             | 2025-12-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204236.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5309 | PA      | $5257.39      | 0.00%             | 2026-12-08      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         446 | PA      | $427.19       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1303 | PA      | $670.62       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         207 | PA      | $210.25       | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2526 | PA      | $2455.77      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5550900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1053 | PA      | $1027.86      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4565 | PA      | $3828.95      | 0.00%             | 2024-02-13      | None          | 0.00%                 | 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        |     7700000 | PA      | $6513848.57   | 0.22%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1415 | PA      | $1320.42      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         155 | PA      | $159.88       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         952 | PA      | $986.05       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9366 | PA      | $7806.64      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636335.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9044 | PA      | $8768.28      | 0.00%             | 2024-09-24      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         711 | PA      | $647.17       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008572.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3736 | PA      | $3700.72      | 0.00%             | 2024-11-09      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206683.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1856 | PA      | $1840.88      | 0.00%             | 2026-12-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5929 | PA      | $5497.70      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5762 | PA      | $3709.15      | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11735206.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18516 | PA      | $18596.20     | 0.00%             | 2026-12-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         344 | PA      | $356.98       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407YEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30045 | PA      | $30809.50     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2222 | PA      | $2045.08      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         915 | PA      | $852.21       | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645909.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4428 | PA      | $4375.58      | 0.00%             | 2027-02-17      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630368.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2598 | PA      | $2576.55      | 0.00%             | 2027-02-15      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $156.13       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407472.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22482 | PA      | $22256.26     | 0.00%             | 2027-01-11      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         199 | PA      | $-0.67        | -0.00%            | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631220.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2687 | PA      | $2664.73      | 0.00%             | 2027-02-15      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       53122 | PA      | $42128.34     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $11.55        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2864 | PA      | $1840.76      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.85        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2380 | PA      | $2325.26      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4256 | PA      | $3986.15      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC                                                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9712738.70   | 0.33%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1712954.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2929 | PA      | $2831.43      | 0.00%             | 2025-02-23      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3273 | PA      | $3215.64      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2371 | PA      | $2125.06      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $65.62        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411738.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1622 | PA      | $1607.43      | 0.00%             | 2027-01-11      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $83.76        | 0.00%             | 2024-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009932.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2944 | PA      | $2922.45      | 0.00%             | 2026-11-09      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         753 | PA      | $766.67       | 0.00%             | 2025-02-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406115.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4918 | PA      | $4874.37      | 0.00%             | 2027-01-11      | Fixed         | 28.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411009.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28714 | PA      | $28537.25     | 0.00%             | 2027-01-11      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $46.09        | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873492.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14705 | PA      | $14639.56     | 0.00%             | 2026-10-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659274.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9492 | PA      | $9194.50      | 0.00%             | 2024-11-09      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636066.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3029 | PA      | $882.31       | 0.00%             | 2027-02-15      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12595 | PA      | $12415.80     | 0.00%             | 2026-09-14      | Fixed         | 22.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11012 | PA      | $10601.54     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WRKCo, Inc.                                                                     | WRKCo, Inc.                                                                        | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3052763.93   | 0.10%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $91.99        | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4199 | PA      | $3862.50      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $135.12       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         941 | PA      | $204.69       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.91         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4772 | PA      | $2823.72      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3690 | PA      | $3580.45      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10084 | PA      | $9844.83      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200873.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7449 | PA      | $7369.07      | 0.00%             | 2026-12-08      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205000.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         905 | PA      | $245.22       | 0.00%             | 2026-12-08      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412468.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38987 | PA      | $38685.89     | 0.00%             | 2027-06-11      | Fixed         | 7.67%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $108.67       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728658.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $123.37       | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.08         | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12212610.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8537 | PA      | $8572.33      | 0.00%             | 2027-03-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $151.13       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $8.32         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413443.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4034 | PA      | $-53.58       | -0.00%            | 2027-01-11      | Fixed         | 31.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $58.88        | 0.00%             | 2024-02-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.16        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $121.06       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         278 | PA      | $19.66        | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3070 | PA      | $3016.86      | 0.00%             | 2026-12-08      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         519 | PA      | $517.54       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1701558.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10251 | PA      | $10206.94     | 0.00%             | 2026-09-14      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4975870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         960 | PA      | $880.21       | 0.00%             | 2023-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1943 | PA      | $825.33       | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4006 | PA      | $3849.38      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9573 | PA      | $9202.00      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         783 | PA      | $56.74        | 0.00%             | 2025-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         387 | PA      | $396.50       | 0.00%             | 2025-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3331 | PA      | $3159.09      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6813 | PA      | $3565.97      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $7.95         | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197381.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2778 | PA      | $401.73       | 0.00%             | 2026-12-07      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32499 | PA      | $8559.86      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-02-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991558664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $354.79       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $0.26         | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410725.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16887 | PA      | $16711.49     | 0.00%             | 2027-01-11      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         383 | PA      | $399.77       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         295 | PA      | $305.49       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8340 | PA      | $6905.67      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2420 | PA      | $1709.20      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5299429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2091 | PA      | $2038.97      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204272.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1410 | PA      | $1395.67      | 0.00%             | 2026-12-08      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007742.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1601 | PA      | $1586.42      | 0.00%             | 2024-11-09      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         387 | PA      | $394.66       | 0.00%             | 2025-02-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2452 | PA      | $2352.77      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3328 | PA      | $3229.35      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2200 | PA      | $2001.14      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4779 | PA      | $4576.31      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005679.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21264 | PA      | $20983.70     | 0.00%             | 2026-11-09      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         239 | PA      | $240.09       | 0.00%             | 2025-01-30      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31335GMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          34 | PA      | $35.63        | 0.00%             | 2025-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638987.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1668 | PA      | $1651.42      | 0.00%             | 2025-02-16      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7816 | PA      | $7003.42      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $96.69        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16195 | PA      | $13818.55     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991837625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $143.25       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2185222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5104 | PA      | $5049.99      | 0.00%             | 2026-12-07      | Fixed         | 23.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $277.23       | 0.00%             | 2025-01-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991580652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $95.92        | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.68        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $91.80        | 0.00%             | 2025-01-22      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $79.56        | 0.00%             | 2025-01-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $186.74       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12723 | PA      | $12101.06     | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712164.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2984 | PA      | $2970.61      | 0.00%             | 2026-09-14      | Fixed         | 28.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5668605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         737 | PA      | $720.35       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711983.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4139 | PA      | $4077.90      | 0.00%             | 2026-09-14      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5931 | PA      | $5847.33      | 0.00%             | 2027-07-17      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874503.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5330 | PA      | $5282.52      | 0.00%             | 2024-10-18      | Fixed         | 9.40%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417691.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18853 | PA      | $18749.94     | 0.00%             | 2027-01-12      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23920 | PA      | $22647.13     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                       | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                          | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2928310.00   | 0.10%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         486 | PA      | $380.63       | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.66        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         360 | PA      | $374.55       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         766 | PA      | $653.99       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645028.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2554 | PA      | $2531.50      | 0.00%             | 2025-02-17      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7305 | PA      | $6805.19      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $80.37        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304458.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1253 | PA      | $1154.71      | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         430 | PA      | $447.81       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12175602.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10003 | PA      | $10037.45     | 0.00%             | 2025-02-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203520.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12172 | PA      | $12044.68     | 0.00%             | 2024-12-08      | Fixed         | 6.61%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $131.38       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         558 | PA      | $582.62       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991850751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         223 | PA      | $232.34       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204302.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2483 | PA      | $2457.63      | 0.00%             | 2026-12-08      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991915319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $160.67       | 0.00%             | 2025-02-04      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $0.00         | 0.00%             | 2027-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $32.05        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409234.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2167 | PA      | $2145.55      | 0.00%             | 2025-01-11      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991849560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $89.98        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5727358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         861 | PA      | $826.66       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4769 | PA      | $4502.89      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412285.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11597 | PA      | $11486.60     | 0.00%             | 2027-06-11      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991839430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $12.18        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | 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        |      354551 | PA      | $348820.62    | 0.01%             | 2026-02-15      | Variable      | 21.65%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $175.70       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.53         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2982 | PA      | $2469.63      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         561 | PA      | $549.68       | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $111.48       | 0.00%             | 2025-01-22      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $29.64        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008069.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9294 | PA      | $9217.45      | 0.00%             | 2026-11-09      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205649.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3513 | PA      | $3477.07      | 0.00%             | 2027-05-08      | Fixed         | 23.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $263.60       | 0.00%             | 2025-02-04      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $83.50        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         246 | PA      | $255.02       | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411046.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7939 | PA      | $7865.02      | 0.00%             | 2027-01-11      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5177078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1552 | PA      | $1395.09      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $172.58       | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991543258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         561 | PA      | $38.97        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991895721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $206.78       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644724.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45559 | PA      | $45258.60     | 0.00%             | 2027-02-16      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202238.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11084 | PA      | $10925.27     | 0.00%             | 2026-12-08      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         410 | PA      | $24.94        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $0.00         | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.11         | 0.00%             | 2028-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200697.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3135 | PA      | $1863.64      | 0.00%             | 2026-12-08      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416545.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12080 | PA      | $11986.36     | 0.00%             | 2027-01-12      | Fixed         | 9.07%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2573 | PA      | $2185.72      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5164174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2129 | PA      | $733.38       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6714 | PA      | $6253.42      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6221164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15171 | PA      | $14196.49     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         614 | PA      | $643.92       | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $0.00         | 0.00%             | 2025-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         704 | PA      | $728.63       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711078.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3664 | PA      | $260.37       | 0.00%             | 2026-09-14      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $31.86        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991859515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         285 | PA      | $192.25       | 0.00%             | 2025-02-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197604.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2939 | PA      | $2907.91      | 0.00%             | 2026-12-07      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9192 | PA      | $8435.30      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410681.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2135 | PA      | $2112.86      | 0.00%             | 2027-01-11      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1135 | PA      | $1048.32      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-27      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5536969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         606 | PA      | $449.15       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DQB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9756 | PA      | $10239.95     | 0.00%             | 2031-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411158.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2856 | PA      | $205.84       | 0.00%             | 2027-01-11      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         324 | PA      | $23.03        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $6.87         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         767 | PA      | $786.49       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5975969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5269 | PA      | $4273.26      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $319.04       | 0.00%             | 2024-01-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991837440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         729 | PA      | $749.90       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657278.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6396 | PA      | $6176.38      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         705 | PA      | $675.41       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070515.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3911 | PA      | $3897.92      | 0.00%             | 2026-11-19      | Fixed         | 26.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991565562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         846 | PA      | $875.72       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $83.25        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $115.90       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412081.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5584 | PA      | $5534.24      | 0.00%             | 2027-01-11      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8259 | PA      | $7587.62      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3882 | PA      | $3812.27      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1199 | PA      | $1140.97      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1668275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1848 | PA      | $1828.39      | 0.00%             | 2024-09-14      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198441.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12449 | PA      | $12319.51     | 0.00%             | 2026-12-07      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1587 | PA      | $878.14       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991600631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $34.57        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080184.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4605 | PA      | $4585.82      | 0.00%             | 2026-11-19      | Fixed         | 19.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $32.61        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991867793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.97        | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $169.81       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2213 | PA      | $2142.33      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $99.81        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6252494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19513 | PA      | $17279.82     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991551168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1736 | PA      | $1809.59      | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1438 | PA      | $1442.79      | 0.00%             | 2025-01-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         241 | PA      | $248.58       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $1042.63      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23135 | PA      | $19357.84     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410796.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6186 | PA      | $6125.63      | 0.00%             | 2027-01-11      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635238.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13744 | PA      | $13673.58     | 0.00%             | 2029-02-15      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         432 | PA      | $428.72       | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $41.33        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196723.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4420 | PA      | $4368.08      | 0.00%             | 2024-12-07      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6495.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5038904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3169 | PA      | $2715.77      | 0.00%             | 2023-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5580 | PA      | $4668.56      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079064.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3342 | PA      | $3318.09      | 0.00%             | 2024-11-19      | Fixed         | 15.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411057.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3136 | PA      | $3102.00      | 0.00%             | 2027-01-11      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14691 | PA      | $13339.25     | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11948900.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38769 | PA      | $38963.73     | 0.00%             | 2027-03-18      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1581 | PA      | $780.88       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $7.00         | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2472 | PA      | $2410.32      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4864375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         338 | PA      | $291.79       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $144.94       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $63.00        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         205 | PA      | $210.11       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18083 | PA      | $16059.90     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991928677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $122.91       | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8056 | PA      | $7711.45      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5099762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         600 | PA      | $590.43       | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8182 | PA      | $7802.92      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $99.98        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4090 | PA      | $3298.92      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $227.43       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2899 | PA      | $2819.24      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5887879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22606 | PA      | $21197.95     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4056 | PA      | $3883.91      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200204.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10842 | PA      | $10719.84     | 0.00%             | 2026-12-07      | Fixed         | 12.79%                | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                 | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9799925.57   | 0.33%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10293 | PA      | $9985.50      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         304 | PA      | $5.71         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         922 | PA      | $914.31       | 0.00%             | 2024-10-18      | Fixed         | 22.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $13.52        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3862 | PA      | $3616.16      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.47        | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5693 | PA      | $5479.65      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27000000 | PA      | $32733004.89  | 1.11%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991838320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $49.84        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $51.16        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991885580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.37        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3187 | PA      | $1517.75      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         291 | PA      | $303.42       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.20         | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12107351.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18887 | PA      | $19009.63     | 0.00%             | 2027-01-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2001 | PA      | $1873.39      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         693 | PA      | $657.85       | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2474 | PA      | $1452.10      | 0.00%             | 2023-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $184.96       | 0.00%             | 2025-01-26      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $23.64        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $233.32       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         314 | PA      | $65.36        | 0.00%             | 2025-03-26      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008080.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $1297.36      | 0.00%             | 2026-11-09      | Fixed         | 27.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4820553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10164 | PA      | $1990.45      | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078556.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3972 | PA      | $3925.09      | 0.00%             | 2026-11-19      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407799.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10919 | PA      | $794.74       | 0.00%             | 2027-01-11      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077484.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12864 | PA      | $12798.06     | 0.00%             | 2026-11-19      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417908.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3752 | PA      | $550.11       | 0.00%             | 2027-06-12      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991620641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $116.36       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2237 | PA      | $2353.03      | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         965 | PA      | $63.96        | 0.00%             | 2025-02-06      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13402 | PA      | $13025.62     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631654.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19793 | PA      | $19661.40     | 0.00%             | 2027-02-16      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         546 | PA      | $454.75       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5102366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1632 | PA      | $1493.61      | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3242 | PA      | $3209.39      | 0.00%             | 2024-11-09      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Strata CLO I Ltd.                                                               | Strata CLO I Ltd., Series 2018-1A, Class B                                         | CUSIP: 86268HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14100000 | PA      | $14099931.18  | 0.48%             | 2031-01-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15132 | PA      | $14981.17     | 0.00%             | 2026-12-08      | Fixed         | 10.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $135.32       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $66.59        | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $40.94        | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413429.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         741 | PA      | $731.79       | 0.00%             | 2027-01-11      | Fixed         | 19.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         484 | PA      | $491.29       | 0.00%             | 2025-02-08      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4658 | PA      | $4460.78      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $23.62        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1375 | PA      | $1326.53      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17458413.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10332 | PA      | $10504.14     | 0.00%             | 2027-09-26      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $21.98        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2024-01-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15110260.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29334 | PA      | $29689.03     | 0.00%             | 2027-07-15      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $11.50        | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $0.12         | 0.00%             | 2024-01-25      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5266471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3865 | PA      | $3366.85      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $66.97        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         447 | PA      | $465.09       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| APX Group, Inc.                                                                 | APX Group, Inc.                                                                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5198102.88   | 0.18%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         616 | PA      | $603.70       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $171.43       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $40.83        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $72.76        | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         593 | PA      | $581.06       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         298 | PA      | $307.90       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         201 | PA      | $212.70       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079282.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1121 | PA      | $1113.16      | 0.00%             | 2027-04-19      | Fixed         | 30.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203404.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1602 | PA      | $1582.40      | 0.00%             | 2026-12-08      | Fixed         | 29.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006261.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4470 | PA      | $4425.50      | 0.00%             | 2026-11-09      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-232296.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2937 | PA      | $2863.48      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6044600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6950 | PA      | $6618.02      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         190 | PA      | $42.97        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7592130.00   | 0.26%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875168.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4078 | PA      | $3359.75      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $172.30       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410384.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18426 | PA      | $9408.66      | 0.00%             | 2027-01-11      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $181.31       | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     7000000 | PA      | $5194560.00   | 0.18%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1926 | PA      | $1875.16      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686133.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10122 | PA      | $9784.73      | 0.00%             | 2027-01-22      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991542914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $128.42       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $62.68        | 0.00%             | 2024-01-20      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1040 | PA      | $1080.69      | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $224.24       | 0.00%             | 2024-01-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2191 | PA      | $2070.58      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412453.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22912 | PA      | $22646.07     | 0.00%             | 2025-01-11      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5150947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2357 | PA      | $2306.15      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-2, Class A3                           | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3804204 | PA      | $3558071.02   | 0.12%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1233 | PA      | $732.94       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15275 | PA      | $13869.80     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3571 | PA      | $3431.17      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079138.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12610 | PA      | $12438.66     | 0.00%             | 2026-11-19      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991875683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $94.52        | 0.00%             | 2024-02-04      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         485 | PA      | $486.36       | 0.00%             | 2024-01-23      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1664327.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3345 | PA      | $3247.60      | 0.00%             | 2026-11-30      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8649 | PA      | $8207.17      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $42.88        | 0.00%             | 2025-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631951.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7600 | PA      | $7494.68      | 0.00%             | 2027-02-15      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991914626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $19.68        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416916.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4373 | PA      | $4335.77      | 0.00%             | 2027-01-12      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5382744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3533 | PA      | $3077.74      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $13.21        | 0.00%             | 2025-02-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873344.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12059 | PA      | $11994.68     | 0.00%             | 2026-10-18      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $136.17       | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12468566.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28711 | PA      | $28866.42     | 0.00%             | 2027-03-25      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6825 | PA      | $6501.94      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174192330.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6474 | PA      | $6514.17      | 0.00%             | 2024-01-27      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6904 | PA      | $6306.80      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2076 | PA      | $1991.61      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411539.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5141 | PA      | $2707.97      | 0.00%             | 2027-01-11      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1440 | PA      | $1102.80      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647161.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5678 | PA      | $5482.65      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         454 | PA      | $63.04        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1395 | PA      | $1286.13      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198673.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17376 | PA      | $9632.60      | 0.00%             | 2026-12-07      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $137.16       | 0.00%             | 2024-02-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $237.25       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $145.69       | 0.00%             | 2025-01-30      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.22         | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.26        | 0.00%             | 2028-02-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1082 | PA      | $1120.20      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $2.61         | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195991.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8459 | PA      | $8393.18      | 0.00%             | 2028-12-07      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3267 | PA      | $3038.09      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         374 | PA      | $28.91        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2628258.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13904 | PA      | $13777.13     | 0.00%             | 2027-02-16      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2906 | PA      | $3010.97      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6162559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30472 | PA      | $29094.66     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639996.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6491 | PA      | $6427.22      | 0.00%             | 2027-02-16      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406866.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1557 | PA      | $1541.70      | 0.00%             | 2027-01-11      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $223.48       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2928 | PA      | $2838.30      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $116.27       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         552 | PA      | $572.31       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16944 | PA      | $14739.65     | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         207 | PA      | $-6.42        | -0.00%            | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9320 | PA      | $8937.10      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646309.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12539 | PA      | $12106.27     | 0.00%             | 2026-10-28      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15031339.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17995 | PA      | $6399.94      | 0.00%             | 2027-07-15      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5100 | PA      | $4941.19      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991585152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $24.96        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $262.86       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1331 | PA      | $1123.28      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28086 | PA      | $26396.45     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417256.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27130 | PA      | $26871.57     | 0.00%             | 2027-01-12      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414825.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4429 | PA      | $4398.58      | 0.00%             | 2027-01-12      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16973 | PA      | $16390.30     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $155.53       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8836 | PA      | $1300.29      | 0.00%             | 2026-11-09      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7495 | PA      | $7180.62      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817784.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $147.91       | 0.00%             | 2025-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         322 | PA      | $336.56       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411701.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2038 | PA      | $2012.19      | 0.00%             | 2027-01-11      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2119 | PA      | $2019.45      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $125.36       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16948390.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13697 | PA      | $13901.51     | 0.00%             | 2025-09-16      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                               | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2872204.36   | 0.10%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         419 | PA      | $425.90       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12776 | PA      | $12436.17     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1489 | PA      | $1511.92      | 0.00%             | 2025-01-22      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $280.65       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199551.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1882 | PA      | $520.59       | 0.00%             | 2026-12-07      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408524.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8898 | PA      | $8843.46      | 0.00%             | 2027-01-11      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $-0.58        | -0.00%            | 2027-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         975 | PA      | $883.65       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1654 | PA      | $1450.09      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080532.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17775 | PA      | $16723.75     | 0.00%             | 2026-11-19      | Fixed         | 25.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5394331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         658 | PA      | $638.31       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3555 | PA      | $3326.72      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10689 | PA      | $9953.47      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         264 | PA      | $274.77       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1157 | PA      | $1045.78      | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12208752.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20637 | PA      | $2409.95      | 0.00%             | 2027-03-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174134025.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6751 | PA      | $6723.63      | 0.00%             | 2024-02-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4941224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4401 | PA      | $2745.94      | 0.00%             | 2023-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $0.00         | 0.00%             | 2027-11-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $125.24       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5030021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         337 | PA      | $209.34       | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $-6.79        | -0.00%            | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $-0.96        | -0.00%            | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $167.53       | 0.00%             | 2024-01-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         449 | PA      | $31.50        | 0.00%             | 2025-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14195 | PA      | $14059.17     | 0.00%             | 2027-05-07      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $7.54         | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         370 | PA      | $351.93       | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $100.87       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991768579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $22.23        | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25533971.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6605 | PA      | $7026.68      | 0.00%             | 2024-12-26      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2547 | PA      | $2603.21      | 0.00%             | 2025-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005435.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13101 | PA      | $13020.24     | 0.00%             | 2026-11-09      | Fixed         | 28.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991845532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $47.27        | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.02        | 0.00%             | 2023-04-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12701 | PA      | $5040.06      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991541856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $5.68         | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3076 | PA      | $2999.78      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991902326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $2.43         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200083.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4566 | PA      | $330.51       | 0.00%             | 2026-12-07      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31406B7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56215 | PA      | $57810.33     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415652.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12553 | PA      | $12470.34     | 0.00%             | 2027-01-12      | Fixed         | 29.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $222.07       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1408 | PA      | $1360.34      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         544 | PA      | $524.45       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2420206.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9472 | PA      | $9352.27      | 0.00%             | 2027-01-12      | Fixed         | 16.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873996.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4403 | PA      | $1296.95      | 0.00%             | 2025-08-18      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1803 | PA      | $1739.41      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49143 | PA      | $47403.38     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991842330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $9.47         | 0.00%             | 2024-02-04      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $74.90        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         541 | PA      | $551.19       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $157.01       | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11509368.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17559 | PA      | $17665.65     | 0.00%             | 2025-01-29      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3041 | PA      | $3168.26      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15224 | PA      | $7125.90      | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6174692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5809 | PA      | $5608.66      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         241 | PA      | $0.00         | 0.00%             | 2025-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991921228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.64        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-2, Class B                             | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12006110 | PA      | $10514633.12  | 0.36%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $308.44       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $98.43        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1851 | PA      | $1675.91      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9157 | PA      | $8389.46      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.72         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         741 | PA      | $168.70       | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3015 | PA      | $2830.13      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694411.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12498 | PA      | $12615.51     | 0.00%             | 2024-12-21      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         961 | PA      | $876.47       | 0.00%             | 2024-03-16      | 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        |     5000000 | PA      | $4707500.00   | 0.16%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415512.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3659 | PA      | $3588.89      | 0.00%             | 2027-01-12      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6293100.13   | 0.21%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17296 | PA      | $16877.05     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692336.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7237 | PA      | $7036.78      | 0.00%             | 2024-12-28      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $33.80        | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $162.47       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $2.43         | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873386.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         685 | PA      | $677.46       | 0.00%             | 2024-10-18      | Fixed         | 29.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5787318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1420 | PA      | $1349.46      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1451 | PA      | $1479.49      | 0.00%             | 2025-01-22      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $1240.77      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $45.86        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $94.93        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         773 | PA      | $422.53       | 0.00%             | 2027-01-26      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12785 | PA      | $11911.55     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $154.11       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Consolidated Energy Finance SA                                                  | Consolidated Energy Finance SA                                                     | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     6700000 | PA      | $5838011.50   | 0.20%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644039.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6875 | PA      | $6793.79      | 0.00%             | 2027-07-16      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $93.68        | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26156 | PA      | $25371.47     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Brands Finance plc                                                     | Imperial Brands Finance plc                                                        | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2800000 | PA      | $2716223.75   | 0.09%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630837.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3207 | PA      | $3107.73      | 0.00%             | 2024-09-28      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11413059.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11072 | PA      | $11218.47     | 0.00%             | 2027-01-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873640.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30154 | PA      | $29993.51     | 0.00%             | 2026-10-18      | Fixed         | 27.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654961.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9788 | PA      | $9442.29      | 0.00%             | 2024-11-12      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3618 | PA      | $3276.22      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         526 | PA      | $477.77       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18586 | PA      | $15656.32     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7633 | PA      | $4484.04      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706145.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $90.17        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991843151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         752 | PA      | $779.05       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16099 | PA      | $15422.42     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $67.33        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991913870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1478 | PA      | $1492.89      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1212 | PA      | $1239.53      | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $4.02         | 0.00%             | 2028-02-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4901 | PA      | $4711.88      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2420083.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46536 | PA      | $46144.05     | 0.00%             | 2027-06-12      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         858 | PA      | $886.61       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1559 | PA      | $1266.00      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $123.86       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2066 | PA      | $2182.40      | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $191.90       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409966.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2973 | PA      | $2946.30      | 0.00%             | 2027-01-11      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202392.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3194 | PA      | $3140.55      | 0.00%             | 2024-12-08      | Fixed         | 21.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416204.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10984 | PA      | $3170.03      | 0.00%             | 2027-01-12      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1908 | PA      | $1808.56      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635221.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6429 | PA      | $6366.02      | 0.00%             | 2027-02-15      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6257332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7261 | PA      | $6720.22      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5264599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2790 | PA      | $2600.09      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24548048.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23539 | PA      | $24692.89     | 0.00%             | 2024-11-20      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635226.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2107 | PA      | $318.72       | 0.00%             | 2027-02-15      | Fixed         | 28.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2003971.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23055 | PA      | $22742.38     | 0.00%             | 2026-11-09      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $18.49        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1048 | PA      | $935.80       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711063.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10893 | PA      | $10802.58     | 0.00%             | 2026-09-14      | Fixed         | 9.57%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10407 | PA      | $10147.24     | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639271.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43572 | PA      | $40944.36     | 0.00%             | 2027-02-16      | Fixed         | 10.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656015.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6541 | PA      | $6336.20      | 0.00%             | 2024-10-28      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM Midstream Partners LP                                                          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      800000 | PA      | $800966.17    | 0.03%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415662.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5829 | PA      | $5784.90      | 0.00%             | 2027-01-12      | Fixed         | 8.60%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $173.48       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $118.16       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         614 | PA      | $623.82       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079356.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12635 | PA      | $12514.31     | 0.00%             | 2024-11-19      | Fixed         | 6.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9811 | PA      | $9152.13      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         890 | PA      | $882.26       | 0.00%             | 2026-12-08      | Fixed         | 30.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415799.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4303 | PA      | $4268.20      | 0.00%             | 2027-01-12      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2898 | PA      | $2791.94      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991669770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         773 | PA      | $777.18       | 0.00%             | 2024-02-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $53.02        | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1349 | PA      | $1244.95      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                  | Upgrade Master Pass-Thru Trust, Series 2019-PT1, Class A                           | CUSIP: 91531XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171103 | PA      | $153922.70    | 0.01%             | 2025-06-15      | Variable      | 22.33%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.53         | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636711.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9012 | PA      | $8956.20      | 0.00%             | 2027-02-16      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6260669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3047 | PA      | $2808.92      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $353.14       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17926 | PA      | $17049.12     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $116.03       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Altice France SA                                                                | Altice France SA                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2080675.00   | 0.07%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $189.09       | 0.00%             | 2025-01-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11107 | PA      | $11009.05     | 0.00%             | 2027-02-17      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $142.23       | 0.00%             | 2024-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991847296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         304 | PA      | $305.92       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $133.31       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $-13.40       | -0.00%            | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991587497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         629 | PA      | $647.04       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172665217.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8416 | PA      | $2963.02      | 0.00%             | 2025-12-04      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12309 | PA      | $11681.39     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661158.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1339 | PA      | $1299.63      | 0.00%             | 2024-11-12      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3219 | PA      | $2304.93      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6197562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27775 | PA      | $25946.77     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991690240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.77        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991915368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $-0.15        | -0.00%            | 2027-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173826580.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7106 | PA      | $7018.79      | 0.00%             | 2024-01-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25689167.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         423 | PA      | $249.60       | 0.00%             | 2028-01-08      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991543349.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         964 | PA      | $1008.76      | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5323857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20892 | PA      | $18910.10     | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8468 | PA      | $7554.24      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7120 | PA      | $6742.44      | 0.00%             | 2024-11-19      | Fixed         | 22.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4954105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2531 | PA      | $1371.64      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         700 | PA      | $684.31       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         364 | PA      | $302.36       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3554 | PA      | $3175.09      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $109.40       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5164 | PA      | $4889.92      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6221384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9193 | PA      | $8436.48      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $9.52         | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008432.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3885 | PA      | $3855.94      | 0.00%             | 2026-11-09      | Fixed         | 31.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $14.89        | 0.00%             | 2025-01-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1351 | PA      | $1326.07      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1198 | PA      | $615.99       | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $101.93       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5190 | PA      | $4650.48      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991623640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         482 | PA      | $37.46        | 0.00%             | 2025-01-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         322 | PA      | $337.87       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7106 | PA      | $7028.43      | 0.00%             | 2026-12-07      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $98.45        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $47.73        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1144 | PA      | $1197.00      | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991903049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.34        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991640433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $47.06        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3195 | PA      | $3098.29      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991883582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.32         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         431 | PA      | $0.00         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2205 | PA      | $2027.55      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18897 | PA      | $18048.31     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11588109.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21657 | PA      | $21834.40     | 0.00%             | 2027-01-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17646 | PA      | $17488.05     | 0.00%             | 2027-01-11      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205039.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3098 | PA      | $862.19       | 0.00%             | 2026-12-08      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974741.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39236 | PA      | $37358.06     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $165.89       | 0.00%             | 2024-02-07      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991934063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $81.23        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                   | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3242008.40   | 0.11%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2730 | PA      | $2638.40      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991865117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         346 | PA      | $359.31       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $94.53        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         939 | PA      | $893.93       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197646.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7723 | PA      | $7631.16      | 0.00%             | 2026-12-07      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $6.23         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1256 | PA      | $1156.79      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         756 | PA      | $786.21       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                                  | Univision Communications, Inc.                                                     | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2926335.00   | 0.10%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4433000.00   | 0.15%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163925247.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.17        | 0.00%             | 2033-02-27      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17511251.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21851 | PA      | $22144.11     | 0.00%             | 2027-09-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         839 | PA      | $876.53       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5777 | PA      | $4961.88      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.51         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591784.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1161 | PA      | $-102.75      | -0.00%            | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1137 | PA      | $1163.31      | 0.00%             | 2025-02-06      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     4900000 | PA      | $4244576.00   | 0.14%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | 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        |    16387122 | PA      | $16474316.73  | 0.56%             | 2025-02-28      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $255.46       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $81.72        | 0.00%             | 2024-01-23      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076316.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4444 | PA      | $310.25       | 0.00%             | 2026-11-19      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $183.42       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611804.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20177 | PA      | $19465.23     | 0.00%             | 2026-08-22      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $0.00         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $56.85        | 0.00%             | 2024-01-23      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077342.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3280 | PA      | $3252.64      | 0.00%             | 2026-11-19      | Fixed         | 12.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4879 | PA      | $4144.03      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173303101.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10879 | PA      | $10488.06     | 0.00%             | 2026-01-15      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078320.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3262 | PA      | $3231.45      | 0.00%             | 2026-11-19      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1587 | PA      | $1462.79      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202526.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8557 | PA      | $8472.91      | 0.00%             | 2026-12-08      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         243 | PA      | $254.57       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6187852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7902 | PA      | $7627.45      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991572399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.49         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9390 | PA      | $9336.69      | 0.00%             | 2024-09-14      | Fixed         | 18.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11697560.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34627 | PA      | $35074.46     | 0.00%             | 2027-01-31      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $24.51        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5653068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         660 | PA      | $641.32       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415567.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1239 | PA      | $87.76        | 0.00%             | 2027-01-12      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711668.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3969 | PA      | $3951.85      | 0.00%             | 2026-09-14      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413813.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2061 | PA      | $2039.06      | 0.00%             | 2025-01-11      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         338 | PA      | $350.11       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4589702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3489 | PA      | $742.84       | 0.00%             | 2023-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606453.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7039 | PA      | $2949.50      | 0.00%             | 2027-02-11      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         538 | PA      | $372.26       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292HJR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2074 | PA      | $2182.37      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $6.23         | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4262 | PA      | $4238.58      | 0.00%             | 2026-10-18      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2419 | PA      | $2305.95      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991853035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         377 | PA      | $100.35       | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1210 | PA      | $1155.43      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8649 | PA      | $8392.04      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11711469.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14471 | PA      | $14401.51     | 0.00%             | 2027-02-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640589.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42952 | PA      | $42569.20     | 0.00%             | 2027-02-16      | Fixed         | 12.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1862693.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6933 | PA      | $364.63       | 0.00%             | 2026-10-18      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9003 | PA      | $8674.17      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5414409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         942 | PA      | $803.45       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         358 | PA      | $-11.97       | -0.00%            | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10696 | PA      | $10201.78     | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $108.26       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643274.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17339 | PA      | $16801.81     | 0.00%             | 2027-07-16      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5279041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4243 | PA      | $4145.55      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419934.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8538 | PA      | $2025.30      | 0.00%             | 2027-01-12      | Fixed         | 6.15%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076721.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6889 | PA      | $487.60       | 0.00%             | 2026-11-19      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.42        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202648.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7044 | PA      | $6979.82      | 0.00%             | 2026-12-08      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         263 | PA      | $262.84       | 0.00%             | 2024-02-07      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411297.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7483 | PA      | $7405.16      | 0.00%             | 2027-01-11      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1144 | PA      | $796.19       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1908 | PA      | $840.27       | 0.00%             | 2023-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13641 | PA      | $13545.05     | 0.00%             | 2027-04-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         300 | PA      | $310.55       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007099.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28259 | PA      | $28060.51     | 0.00%             | 2026-11-09      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2092 | PA      | $1982.50      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5279 | PA      | $4983.08      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991869067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         776 | PA      | $786.20       | 0.00%             | 2025-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $2.04         | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627961.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1303 | PA      | $1282.05      | 0.00%             | 2024-09-28      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $2.05         | 0.00%             | 2027-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $8.78         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3940 | PA      | $3830.29      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991921869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $6.56         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.56         | 0.00%             | 2028-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7177 | PA      | $7099.14      | 0.00%             | 2026-12-07      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873151.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1863 | PA      | $1848.27      | 0.00%             | 2026-10-18      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10784743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9909 | PA      | $9868.54      | 0.00%             | 2024-11-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2393106.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8809 | PA      | $287.57       | 0.00%             | 2027-01-11      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412560.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4075 | PA      | $4014.24      | 0.00%             | 2025-01-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $308.23       | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412839.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9118 | PA      | $9021.56      | 0.00%             | 2027-01-11      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5031503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2175 | PA      | $1769.23      | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11787 | PA      | $11284.51     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $25.18        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991581464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         572 | PA      | $596.59       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $16.49        | 0.00%             | 2027-12-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| InterGen NV                                                                     | InterGen NV                                                                        | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    13900000 | PA      | $13908228.80  | 0.47%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196913.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44192 | PA      | $11216.76     | 0.00%             | 2026-12-07      | Fixed         | 15.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16961 | PA      | $16037.63     | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12433554.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9042 | PA      | $8992.02      | 0.00%             | 2027-03-17      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         874 | PA      | $842.69       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991626310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         218 | PA      | $219.49       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         522 | PA      | $36.02        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5665 | PA      | $2818.40      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2072 | PA      | $1965.63      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.86        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5033014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         573 | PA      | $550.83       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410361.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9284 | PA      | $9187.72      | 0.00%             | 2027-01-11      | Fixed         | 11.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11341867.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21260 | PA      | $21479.94     | 0.00%             | 2026-11-20      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200528.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3012 | PA      | $2959.72      | 0.00%             | 2026-12-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4991 | PA      | $4749.20      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10946 | PA      | $10536.51     | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24877097.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         884 | PA      | $136.14       | 0.00%             | 2027-12-02      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13509 | PA      | $12592.45     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $53.43        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709613.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2429 | PA      | $2398.76      | 0.00%             | 2026-09-14      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5983 | PA      | $5819.66      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         485 | PA      | $465.02       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $376.98       | 0.00%             | 2025-01-31      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Spectrum Brands, Inc.                                                           | Spectrum Brands, Inc.                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3632737.50   | 0.12%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6061696.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7626 | PA      | $7153.81      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16613 | PA      | $15069.93     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991929262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $111.85       | 0.00%             | 2025-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1730 | PA      | $1794.16      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5160522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $98.60        | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630918.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5060 | PA      | $4910.46      | 0.00%             | 2024-09-28      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991614076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         990 | PA      | $1032.46      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712030.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2405 | PA      | $2374.35      | 0.00%             | 2026-09-14      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1392 | PA      | $1437.98      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $76.24        | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991813864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $17.26        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $104.10       | 0.00%             | 2024-01-27      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873716.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5252 | PA      | $5222.90      | 0.00%             | 2026-10-18      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873808.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4524 | PA      | $4459.33      | 0.00%             | 2026-10-18      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1434 | PA      | $1050.81      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991833886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $0.61         | 0.00%             | 2027-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631332.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4310 | PA      | $4267.22      | 0.00%             | 2027-02-15      | Fixed         | 13.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079636.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2162 | PA      | $2154.32      | 0.00%             | 2026-11-19      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639939.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12360 | PA      | $12247.11     | 0.00%             | 2027-02-16      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3155 | PA      | $2961.22      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $5.83         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         481 | PA      | $473.26       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1128 | PA      | $1141.80      | 0.00%             | 2025-01-31      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $80.54        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         713 | PA      | $216.19       | 0.00%             | 2023-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414926.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25993 | PA      | $25799.34     | 0.00%             | 2027-01-12      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2607 | PA      | $2489.37      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $18.17        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2646 | PA      | $2608.36      | 0.00%             | 2026-12-08      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202422.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3211 | PA      | $3184.58      | 0.00%             | 2026-12-08      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3714 | PA      | $3428.08      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650968.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15000 | PA      | $14263.15     | 0.00%             | 2026-11-05      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4654291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $28.96        | 0.00%             | 2023-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $98.38        | 0.00%             | 2024-01-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         971 | PA      | $603.71       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         264 | PA      | $273.88       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       53664 | PA      | $50173.14     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $147.29       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5911 | PA      | $5683.93      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $237.19       | 0.00%             | 2024-01-22      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $74.77        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $89.29        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $16.00        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1104 | PA      | $1074.46      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32000000 | PA      | $30882499.84  | 1.05%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                        | Studio City Finance Ltd.                                                           | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    11700000 | PA      | $9520875.00   | 0.32%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1168 | PA      | $1079.11      | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         606 | PA      | $634.21       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418198.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14609 | PA      | $1073.40      | 0.00%             | 2027-01-12      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2286 | PA      | $876.64       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5973 | PA      | $5779.59      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008993.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8206 | PA      | $8154.13      | 0.00%             | 2026-11-09      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991879388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $55.94        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         753 | PA      | $699.16       | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414801.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9057 | PA      | $9006.19      | 0.00%             | 2027-01-12      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644605.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7356 | PA      | $7291.37      | 0.00%             | 2025-02-16      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660994.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.98        | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656183.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6206 | PA      | $5992.09      | 0.00%             | 2026-10-31      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5678455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $243.23       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205448.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8906 | PA      | $8749.81      | 0.00%             | 2026-12-08      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         378 | PA      | $383.57       | 0.00%             | 2025-02-07      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5577963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         320 | PA      | $313.31       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27322 | PA      | $19695.01     | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $113.64       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635975.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13331 | PA      | $13153.07     | 0.00%             | 2027-02-15      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1846 | PA      | $1297.89      | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1258 | PA      | $87.92        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1028 | PA      | $1017.41      | 0.00%             | 2025-01-12      | Fixed         | 5.69%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $111.91       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         704 | PA      | $685.87       | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5857 | PA      | $5794.97      | 0.00%             | 2025-01-12      | Fixed         | 6.78%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $260.21       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009595.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3721 | PA      | $3662.76      | 0.00%             | 2026-11-09      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $77.70        | 0.00%             | 2024-02-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14835801.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27658 | PA      | $27945.12     | 0.00%             | 2027-06-05      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2639 | PA      | $2427.99      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $193.64       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $59.16        | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991851167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $68.64        | 0.00%             | 2025-02-06      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413942.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1081 | PA      | $1071.87      | 0.00%             | 2027-01-11      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202867.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3819 | PA      | $3776.06      | 0.00%             | 2026-12-08      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $13.35        | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $15.22        | 0.00%             | 2025-02-06      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199894.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6957 | PA      | $6881.47      | 0.00%             | 2026-12-07      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2392367.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2086 | PA      | $2066.04      | 0.00%             | 2027-01-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $0.00         | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $64.87        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         483 | PA      | $483.81       | 0.00%             | 2024-01-31      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166195099.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2025 | PA      | $1746.56      | 0.00%             | 2033-02-20      | Fixed         | 7.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6357497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4821 | PA      | $4502.07      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412292.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16473 | PA      | $16313.37     | 0.00%             | 2027-01-11      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195675.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1429 | PA      | $845.56       | 0.00%             | 2026-12-07      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12284 | PA      | $4576.52      | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632893.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19497 | PA      | $19333.49     | 0.00%             | 2027-02-15      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080998.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         808 | PA      | $799.05       | 0.00%             | 2026-11-19      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12412709.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42179 | PA      | $42263.56     | 0.00%             | 2027-03-20      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3822 | PA      | $3249.57      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $9.14         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $7.99         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196899.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5067 | PA      | $5011.43      | 0.00%             | 2026-12-07      | Fixed         | 24.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         285 | PA      | $192.22       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702152.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5086 | PA      | $4898.03      | 0.00%             | 2027-01-14      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4711828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3618 | PA      | $1838.56      | 0.00%             | 2023-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5079422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6581 | PA      | $4449.49      | 0.00%             | 2023-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3063 | PA      | $2921.21      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25709144.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         378 | PA      | $378.03       | 0.00%             | 2028-02-03      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694509.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10238 | PA      | $10324.14     | 0.00%             | 2024-12-22      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27375 | PA      | $25693.19     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651990.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16984 | PA      | $16237.92     | 0.00%             | 2024-11-02      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36201CRN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1631 | PA      | $1692.78      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1430 | PA      | $1314.28      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991749837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3185 | PA      | $3292.89      | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1406 | PA      | $1368.56      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200053.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8552 | PA      | $8394.10      | 0.00%             | 2026-12-07      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $66.31        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991608834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $148.55       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1315 | PA      | $1346.70      | 0.00%             | 2025-01-29      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710000.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16116 | PA      | $15911.58     | 0.00%             | 2026-09-14      | Fixed         | 16.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1170 | PA      | $991.38       | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $78.51        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $10.55        | 0.00%             | 2023-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2012 | PA      | $1947.14      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1670 | PA      | $1587.35      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4886912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2287 | PA      | $550.24       | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5551 | PA      | $2502.94      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5595300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9823 | PA      | $9607.61      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2766 | PA      | $2613.59      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665660.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6094 | PA      | $5928.09      | 0.00%             | 2026-11-09      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4557 | PA      | $4432.66      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $144.68       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615105.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14777 | PA      | $14264.35     | 0.00%             | 2026-08-26      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1038 | PA      | $810.34       | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $225.17       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         501 | PA      | $504.18       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $119.93       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $230.18       | 0.00%             | 2024-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                               | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4207458 | PA      | $3738898.86   | 0.13%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $48.46        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170157478.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         590 | PA      | $584.57       | 0.00%             | 2023-09-29      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15099844.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13464 | PA      | $13400.04     | 0.00%             | 2025-07-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655466.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10089 | PA      | $9857.74      | 0.00%             | 2024-10-27      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $18.47        | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $101.23       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991623047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $185.74       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         951 | PA      | $909.70       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3635 | PA      | $3464.66      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $79.91        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414365.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10303 | PA      | $10416.85     | 0.00%             | 2025-03-09      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $46.85        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         426 | PA      | $384.29       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1704129.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8921 | PA      | $7376.94      | 0.00%             | 2027-01-19      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         657 | PA      | $292.74       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14393 | PA      | $13811.06     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         843 | PA      | $810.71       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4691 | PA      | $4368.74      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         629 | PA      | $646.49       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202296.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1322 | PA      | $1308.08      | 0.00%             | 2024-12-08      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4832297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         805 | PA      | $608.09       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.73         | 0.00%             | 2027-03-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10269 | PA      | $9439.23      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3006 | PA      | $2761.38      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         451 | PA      | $463.70       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410766.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6241 | PA      | $74.43        | 0.00%             | 2027-01-11      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870381.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5899 | PA      | $5873.79      | 0.00%             | 2026-10-18      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5108535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1151 | PA      | $1079.56      | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5175259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         478 | PA      | $146.47       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1428 | PA      | $1310.92      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         397 | PA      | $415.00       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         546 | PA      | $532.58       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         527 | PA      | $547.15       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991868233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2879 | PA      | $2909.62      | 0.00%             | 2025-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632212.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3556 | PA      | $3497.79      | 0.00%             | 2027-02-15      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203796.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6033 | PA      | $1727.21      | 0.00%             | 2027-05-08      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | Banque Ouest Africaine de Developpement                                            | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    11500000 | PA      | $11022290.00  | 0.37%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078089.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17120 | PA      | $16888.50     | 0.00%             | 2026-11-19      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16062 | PA      | $15059.36     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $77.44        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         308 | PA      | $315.34       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $149.21       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6045 | PA      | $5696.43      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991668133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $-4.42        | -0.00%            | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008515.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6170 | PA      | $6095.76      | 0.00%             | 2024-11-09      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007591.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         460 | PA      | $453.45       | 0.00%             | 2024-11-09      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1627 | PA      | $115.00       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       53963 | PA      | $50536.87     | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         731 | PA      | $200.57       | 0.00%             | 2024-11-09      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2108 | PA      | $1352.67      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2692 | PA      | $2609.54      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.56        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009406.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4007 | PA      | $2364.93      | 0.00%             | 2026-11-09      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         483 | PA      | $506.23       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         236 | PA      | $243.78       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3920 | PA      | $3723.25      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645842.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2861 | PA      | $2841.43      | 0.00%             | 2027-02-17      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         727 | PA      | $706.08       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2688 | PA      | $2567.74      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991922928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $190.95       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $134.00       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         564 | PA      | $545.94       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205860.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1625 | PA      | $982.81       | 0.00%             | 2024-12-08      | Fixed         | 28.57%                | No            |                  3 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                     | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4400000 | PA      | $4216208.52   | 0.14%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $192.99       | 0.00%             | 2024-01-29      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409381.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3751 | PA      | $3720.77      | 0.00%             | 2027-01-11      | Fixed         | 8.85%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         158 | PA      | $164.90       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2277 | PA      | $157.19       | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         670 | PA      | $633.73       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008076.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2126 | PA      | $2093.76      | 0.00%             | 2026-11-09      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7433 | PA      | $6844.46      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         279 | PA      | $291.17       | 0.00%             | 2025-02-07      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         268 | PA      | $279.10       | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         292 | PA      | $20.15        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1248 | PA      | $1154.16      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $5.42         | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19083 | PA      | $18529.66     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172997854.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1194 | PA      | $1168.28      | 0.00%             | 2024-01-08      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $114.27       | 0.00%             | 2024-01-25      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         785 | PA      | $660.90       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2793 | PA      | $2603.97      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         579 | PA      | $579.78       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1420 | PA      | $805.41       | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872890.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         825 | PA      | $239.53       | 0.00%             | 2025-03-18      | Fixed         | 24.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1147 | PA      | $78.56        | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $115.55       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634470.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4569 | PA      | $4282.83      | 0.00%             | 2027-07-15      | Fixed         | 18.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7446 | PA      | $7000.39      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197009.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5747 | PA      | $5703.90      | 0.00%             | 2027-05-07      | Fixed         | 22.01%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173875674.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24655 | PA      | $22557.05     | 0.00%             | 2026-01-20      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         166 | PA      | $169.06       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         388 | PA      | $394.50       | 0.00%             | 2025-01-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873304.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1402 | PA      | $1394.13      | 0.00%             | 2026-10-18      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991889830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         347 | PA      | $355.62       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7441 | PA      | $6915.36      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12209184.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12277 | PA      | $12323.93     | 0.00%             | 2026-03-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1860483.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5292 | PA      | $373.48       | 0.00%             | 2026-10-18      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632479.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $90.65        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9176 | PA      | $8489.87      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         960 | PA      | $1004.97      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5268607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         359 | PA      | $353.13       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          58 | PA      | $4.08         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008544.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4475 | PA      | $4454.57      | 0.00%             | 2028-11-09      | Fixed         | 14.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11619 | PA      | $9206.26      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8715 | PA      | $2850.86      | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12173761.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6699 | PA      | $6634.14      | 0.00%             | 2025-01-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         750 | PA      | $769.37       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       65200 | PA      | $59675.98     | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8993 | PA      | $8198.40      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1082 | PA      | $1028.09      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $0.00         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174195278.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2335 | PA      | $2335.03      | 0.00%             | 2024-01-27      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $119.61       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2230 | PA      | $2171.07      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3555 | PA      | $3416.36      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10218 | PA      | $738.06       | 0.00%             | 2027-01-12      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         477 | PA      | $0.00         | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1477 | PA      | $102.08       | 0.00%             | 2025-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2654 | PA      | $2561.47      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873180.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         849 | PA      | $844.22       | 0.00%             | 2026-10-18      | Fixed         | 24.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8655 | PA      | $8109.66      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991625260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $117.01       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16868 | PA      | $15530.86     | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201925.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1152 | PA      | $1139.84      | 0.00%             | 2026-12-08      | Fixed         | 29.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009287.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4803 | PA      | $4757.75      | 0.00%             | 2026-11-09      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991823991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $2.75         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991918817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $13.65        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11632 | PA      | $11065.29     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991800458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $42.24        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2218 | PA      | $2137.96      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $34.51        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2629944.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1075 | PA      | $1068.29      | 0.00%             | 2027-02-16      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2227 | PA      | $2154.78      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3414 | PA      | $3274.52      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7015 | PA      | $6442.06      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $74.13        | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5116662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2999 | PA      | $2638.03      | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12114 | PA      | $11142.94     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $20.86        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991838996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $199.55       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $21.32        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $8.55         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3468 | PA      | $3360.42      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3810 | PA      | $3710.91      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $81.63        | 0.00%             | 2024-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $-11.40       | -0.00%            | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991684690.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         308 | PA      | $321.36       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991921344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.25        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12172482.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25843 | PA      | $25829.99     | 0.00%             | 2027-03-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991843689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5051 | PA      | $5137.94      | 0.00%             | 2025-01-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7319 | PA      | $7120.54      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678784.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-02      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9327 | PA      | $8980.32      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611798.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8362 | PA      | $8216.39      | 0.00%             | 2026-09-01      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407461.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4425 | PA      | $4385.90      | 0.00%             | 2027-01-11      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1620930.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7914 | PA      | $7597.92      | 0.00%             | 2026-08-25      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639797.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2529 | PA      | $2513.12      | 0.00%             | 2027-02-16      | Fixed         | 28.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13639 | PA      | $12285.18     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643572.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1733 | PA      | $1718.01      | 0.00%             | 2027-02-16      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-11-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         815 | PA      | $621.55       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991851931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $237.48       | 0.00%             | 2024-01-30      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202043.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16477 | PA      | $16344.04     | 0.00%             | 2026-12-08      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173871807.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8733 | PA      | $8659.76      | 0.00%             | 2026-01-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721037.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9018 | PA      | $8594.29      | 0.00%             | 2027-02-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708807.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8125 | PA      | $8032.36      | 0.00%             | 2026-09-14      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633708.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5009 | PA      | $4934.92      | 0.00%             | 2025-02-15      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009194.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2036 | PA      | $2022.30      | 0.00%             | 2024-11-09      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712236.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7219 | PA      | $1085.77      | 0.00%             | 2026-09-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9523 | PA      | $9281.37      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         259 | PA      | $253.82       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         761 | PA      | $649.32       | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5179008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         877 | PA      | $834.70       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7920 | PA      | $7708.24      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15444 | PA      | $14728.44     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402983.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1876 | PA      | $1855.44      | 0.00%             | 2025-01-11      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991561556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $11.30        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         529 | PA      | $520.04       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991857451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $23.39        | 0.00%             | 2025-02-05      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709833.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9631 | PA      | $9508.24      | 0.00%             | 2026-09-14      | Fixed         | 15.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14266 | PA      | $13350.60     | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $209.63       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11400 | PA      | $11312.69     | 0.00%             | 2027-01-12      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413510.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11552 | PA      | $11436.80     | 0.00%             | 2025-01-11      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         197 | PA      | $26.81        | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $24.84        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12851 | PA      | $11980.29     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5004424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1864 | PA      | $842.26       | 0.00%             | 2023-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171974686.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2176 | PA      | $2112.44      | 0.00%             | 2023-11-17      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $152.78       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645900.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1797 | PA      | $1786.18      | 0.00%             | 2027-02-17      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791199.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         233 | PA      | $240.10       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $355.16       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         510 | PA      | $504.81       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27249 | PA      | $24440.33     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         556 | PA      | $38.34        | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $175.61       | 0.00%             | 2025-01-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Carlyle GMS Finance MM CLO LLC                                                  | Carlyle GMS Finance MM CLO LLC, Series 2015-1A, Class A2R                          | CUSIP: 14310QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12000000 | PA      | $11438634.10  | 0.39%             | 2031-10-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6152840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20062 | PA      | $19159.31     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991851449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $54.08        | 0.00%             | 2025-01-31      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991831731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $176.04       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7180644.17   | 0.24%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         262 | PA      | $268.89       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170163928.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6300 | PA      | $6118.98      | 0.00%             | 2025-09-25      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5503173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         573 | PA      | $437.04       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4726 | PA      | $4567.74      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         214 | PA      | $213.95       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         958 | PA      | $928.14       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         149 | PA      | $154.61       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417967.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5318 | PA      | $5280.93      | 0.00%             | 2027-01-12      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077624.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37560 | PA      | $37123.63     | 0.00%             | 2026-11-19      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.08         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1312 | PA      | $1026.20      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.14         | 0.00%             | 2025-01-22      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $4.45         | 0.00%             | 2024-01-22      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $24.47        | 0.00%             | 2025-02-06      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $17.93        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991797980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $6.62         | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1112 | PA      | $1152.94      | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199351.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1822 | PA      | $131.48       | 0.00%             | 2026-12-07      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204310.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         687 | PA      | $679.92       | 0.00%             | 2024-12-08      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2966 | PA      | $2833.68      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         151 | PA      | $150.18       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9117 | PA      | $8423.93      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12392789.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15955 | PA      | $16022.78     | 0.00%             | 2027-03-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $67.71        | 0.00%             | 2024-01-25      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         358 | PA      | $351.52       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5957186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2378 | PA      | $2199.68      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13599 | PA      | $12936.15     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $127.14       | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42085 | PA      | $39233.33     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4875940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9359 | PA      | $5165.66      | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.10         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2034 | PA      | $1913.62      | 0.00%             | 2024-02-03      | None          | 0.00%                 | 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        |    38256585 | NS      | $38256585.02  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7370 | PA      | $7024.90      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991652563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1350 | PA      | $1379.76      | 0.00%             | 2025-01-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $113.57       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4035 | PA      | $3711.42      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5336966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $448.46       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4891 | PA      | $4699.71      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198350.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         817 | PA      | $808.01       | 0.00%             | 2026-12-07      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1213 | PA      | $1167.02      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32242 | PA      | $25796.04     | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4789370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11262 | PA      | $4776.06      | 0.00%             | 2023-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         522 | PA      | $36.11        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         691 | PA      | $625.96       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         692 | PA      | $657.19       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12553 | PA      | $12068.41     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170726414.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2970 | PA      | $2911.34      | 0.00%             | 2023-09-28      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636372.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5448 | PA      | $5402.77      | 0.00%             | 2027-02-15      | Fixed         | 30.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16800634.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46368 | PA      | $47017.87     | 0.00%             | 2027-09-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411177.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2908 | PA      | $1733.60      | 0.00%             | 2027-06-11      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5542444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1751 | PA      | $1608.63      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639867.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1797 | PA      | $1785.80      | 0.00%             | 2027-02-16      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      309740 | PA      | $318608.26    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3405 | PA      | $3295.63      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203557.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1457 | PA      | $1441.02      | 0.00%             | 2026-12-08      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $60.10        | 0.00%             | 2024-02-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $82.18        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991614453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         322 | PA      | $326.33       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10304 | PA      | $9816.44      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991865672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         215 | PA      | $218.94       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657065.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8200 | PA      | $0.00         | 0.00%             | 2024-11-12      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5239828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1927 | PA      | $1285.41      | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2160 | PA      | $1948.28      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2395496.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5122 | PA      | $5071.52      | 0.00%             | 2027-01-11      | Fixed         | 30.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5414157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7888 | PA      | $7273.73      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         318 | PA      | $325.91       | 0.00%             | 2024-01-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         308 | PA      | $318.79       | 0.00%             | 2025-01-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4862 | PA      | $4824.33      | 0.00%             | 2026-11-09      | Fixed         | 10.30%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9689055.86   | 0.33%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419418.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14079 | PA      | $13993.79     | 0.00%             | 2027-01-12      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1213 | PA      | $1199.72      | 0.00%             | 2024-12-08      | Fixed         | 6.04%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5519107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4848 | PA      | $4720.60      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873741.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1427 | PA      | $1421.05      | 0.00%             | 2026-10-18      | Fixed         | 22.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10704 | PA      | $10161.54     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12097459.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21723 | PA      | $22001.99     | 0.00%             | 2027-03-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005548.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5721 | PA      | $5684.98      | 0.00%             | 2026-11-09      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873950.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1906 | PA      | $1895.91      | 0.00%             | 2026-10-18      | Fixed         | 28.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         316 | PA      | $330.70       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009848.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19177 | PA      | $1340.50      | 0.00%             | 2027-04-09      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15363 | PA      | $12332.55     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6207951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5104 | PA      | $4840.78      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5313 | PA      | $5262.42      | 0.00%             | 2024-11-09      | Fixed         | 10.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648606.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2021 | PA      | $1954.20      | 0.00%             | 2024-10-27      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008942.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2988 | PA      | $854.46       | 0.00%             | 2026-11-09      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $185.76       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2518 | PA      | $2341.33      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5031471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5258 | PA      | $1460.58      | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5207544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17068 | PA      | $15903.77     | 0.00%             | 2023-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $8.02         | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4145 | PA      | $4025.05      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12932 | PA      | $11328.61     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1655 | PA      | $655.70       | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $85.90        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $75.55        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $46.16        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645649.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5738 | PA      | $5539.51      | 0.00%             | 2026-10-27      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $195.21       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642505.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1879 | PA      | $1866.49      | 0.00%             | 2027-02-16      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2000304.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2704 | PA      | $2681.29      | 0.00%             | 2024-11-09      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20013 | PA      | $19184.43     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008356.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3056 | PA      | $3006.47      | 0.00%             | 2026-11-09      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| AutoNation, Inc.                                                                | AutoNation, Inc.                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1784623.07   | 0.06%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4627586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4624 | PA      | $1079.70      | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1724556.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5639 | PA      | $5389.85      | 0.00%             | 2027-02-22      | Fixed         | 17.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11708192.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10157 | PA      | $10049.74     | 0.00%             | 2027-03-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $147.36       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         590 | PA      | $595.54       | 0.00%             | 2025-01-19      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Weatherford International plc                                                   | Weatherford International plc                                                      | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      151545 | NS      | $8619879.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $7.50         | 0.00%             | 2025-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         739 | PA      | $733.95       | 0.00%             | 2025-02-05      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $204.59       | 0.00%             | 2025-01-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $103.39       | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1942 | PA      | $1869.53      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3076 | PA      | $2934.07      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $116.53       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5501 | PA      | $5267.89      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007649.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8204 | PA      | $8120.65      | 0.00%             | 2026-11-09      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991838362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $116.58       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          19 | PA      | $18.81        | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203323.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3829 | PA      | $3791.13      | 0.00%             | 2026-12-08      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $10.30        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3435 | PA      | $2280.18      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636947.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1258 | PA      | $1235.28      | 0.00%             | 2024-09-24      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $-16.24       | -0.00%            | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         455 | PA      | $463.72       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547820.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $93.38        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $78.65        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711960.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2372 | PA      | $2348.78      | 0.00%             | 2026-09-14      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5323174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1402 | PA      | $1366.50      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076836.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6633 | PA      | $6610.37      | 0.00%             | 2026-11-19      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5507000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38614 | PA      | $19824.21     | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32798 | PA      | $27109.16     | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2228 | PA      | $2026.62      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2014-C03, Class 2M2                     | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      660493 | PA      | $667503.81    | 0.02%             | 2024-07-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC               | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4543325.00   | 0.15%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680457.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10782 | PA      | $8897.07      | 0.00%             | 2024-12-17      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203269.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3815 | PA      | $3759.53      | 0.00%             | 2026-12-08      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $84.23        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23630 | PA      | $21959.30     | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24272 | PA      | $22490.00     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409499.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4988 | PA      | $4938.51      | 0.00%             | 2025-01-11      | Fixed         | 14.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4679 | PA      | $333.36       | 0.00%             | 2026-12-07      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1591 | PA      | $578.77       | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2135 | PA      | $2108.44      | 0.00%             | 2027-05-07      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3175 | PA      | $2859.77      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.91         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11317 | PA      | $10604.56     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201983.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5466 | PA      | $5406.04      | 0.00%             | 2024-12-08      | Fixed         | 12.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $229.80       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712197.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         204 | PA      | $150.22       | 0.00%             | 2026-09-14      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9754 | PA      | $9153.35      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $50.36        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2256 | PA      | $2201.70      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         683 | PA      | $488.04       | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8274 | PA      | $8185.24      | 0.00%             | 2026-12-08      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1592 | PA      | $1531.12      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         400 | PA      | $24.70        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.45         | 0.00%             | 2028-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173203429.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22877 | PA      | $22112.61     | 0.00%             | 2025-12-23      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         654 | PA      | $680.35       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5344 | PA      | $5143.39      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415518.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5316 | PA      | $5282.02      | 0.00%             | 2027-01-12      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2190 | PA      | $1142.98      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784482.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $93.99        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2420324.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6387 | PA      | $879.23       | 0.00%             | 2027-01-12      | Fixed         | 14.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3519 | PA      | $3485.99      | 0.00%             | 2026-12-08      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $147.83       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2182 | PA      | $2124.86      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4470 | PA      | $3985.57      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2668 | PA      | $1803.06      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009227.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2349 | PA      | $2333.18      | 0.00%             | 2024-11-09      | Fixed         | 17.41%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128K7MM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69129 | PA      | $71181.24     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9043 | PA      | $8565.61      | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                  | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3825324 | PA      | $3743083.24   | 0.13%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991550463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1476 | PA      | $1538.39      | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $371.93       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2052 | PA      | $2029.42      | 0.00%             | 2024-12-08      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3291 | PA      | $1748.80      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166880211.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9263 | PA      | $8544.69      | 0.00%             | 2025-02-18      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35712 | PA      | $28889.58     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412538.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2985 | PA      | $2938.68      | 0.00%             | 2025-01-12      | Fixed         | 23.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         388 | PA      | $397.64       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4815617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1236 | PA      | $472.13       | 0.00%             | 2023-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1169 | PA      | $1078.78      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2419 | PA      | $2175.53      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $620.89       | 0.00%             | 2025-02-06      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991840414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $366.88       | 0.00%             | 2025-02-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407072.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4312 | PA      | $4268.47      | 0.00%             | 2027-01-11      | Fixed         | 17.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         327 | PA      | $334.20       | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $-1.83        | -0.00%            | 2024-01-25      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $7.38         | 0.00%             | 2025-01-24      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1000 | PA      | $474.86       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $53.96        | 0.00%             | 2024-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5645436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7019 | PA      | $6517.24      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $180.27       | 0.00%             | 2024-01-22      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595594.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $149.87       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1473 | PA      | $1379.96      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694593.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8805 | PA      | $8517.75      | 0.00%             | 2027-01-13      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709206.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1206 | PA      | $1201.12      | 0.00%             | 2026-09-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3500 | PA      | $3404.25      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         646 | PA      | $524.62       | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         709 | PA      | $499.58       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         896 | PA      | $904.36       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $122.93       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9647 | PA      | $9262.69      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $170.02       | 0.00%             | 2027-01-31      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7469 | PA      | $7050.11      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694310.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38423 | PA      | $38978.01     | 0.00%             | 2027-01-28      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45037 | PA      | $41814.95     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1936 | PA      | $1861.36      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $107.64       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1993 | PA      | $1877.79      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4718 | PA      | $3893.63      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411395.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2155 | PA      | $2133.64      | 0.00%             | 2025-01-11      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694359.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9960 | PA      | $9960.96      | 0.00%             | 2027-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991671543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         136 | PA      | $136.54       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688558.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2158 | PA      | $2068.69      | 0.00%             | 2025-01-13      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991610027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $57.06        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991627130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $256.76       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $140.63       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $62.61        | 0.00%             | 2024-01-23      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         110 | PA      | $116.10       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991790908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $695.14       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080860.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16847 | PA      | $16773.11     | 0.00%             | 2026-11-19      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991926157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         209 | PA      | $214.45       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991896068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.67        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991614714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.46        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4902 | PA      | $4758.76      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2091 | PA      | $2028.27      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29209 | PA      | $27897.56     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.56         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5494449.38   | 0.19%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $140.32       | 0.00%             | 2025-01-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         852 | PA      | $59.80        | 0.00%             | 2025-02-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2111 | PA      | $1228.14      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1654 | PA      | $1639.03      | 0.00%             | 2025-02-16      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077767.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8489 | PA      | $8458.33      | 0.00%             | 2026-11-19      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $62.14        | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991788573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $195.53       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $11.89        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16657112.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20934 | PA      | $21284.15     | 0.00%             | 2027-09-16      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1871398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1376 | PA      | $1299.89      | 0.00%             | 2024-10-18      | Fixed         | 22.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         310 | PA      | $217.83       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874259.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26986 | PA      | $26660.99     | 0.00%             | 2026-10-18      | Fixed         | 17.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4501 | PA      | $3123.61      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11217 | PA      | $10776.43     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408471.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5075 | PA      | $5020.80      | 0.00%             | 2027-01-11      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3849 | PA      | $3648.77      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6600000 | PA      | $6125625.00   | 0.21%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2827 | PA      | $2786.26      | 0.00%             | 2024-11-09      | Fixed         | 28.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3402 | PA      | $3195.14      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1906 | PA      | $1499.12      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $0.00         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12458983.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9841 | PA      | $9932.73      | 0.00%             | 2026-02-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4623863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         378 | PA      | $361.14       | 0.00%             | 2023-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195222.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         733 | PA      | $718.20       | 0.00%             | 2026-12-07      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12061 | PA      | $11719.72     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $193.52       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $80.11        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11487 | PA      | $10666.38     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2144 | PA      | $2097.42      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2962 | PA      | $2818.26      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870887.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1456 | PA      | $1447.78      | 0.00%             | 2026-10-18      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $144.11       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2411 | PA      | $2195.64      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $38.67        | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1102 | PA      | $1032.20      | 0.00%             | 2023-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613274.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16383 | PA      | $0.00         | 0.00%             | 2024-08-16      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204874.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8489 | PA      | $8340.51      | 0.00%             | 2026-12-08      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402374.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         866 | PA      | $60.81        | 0.00%             | 2027-01-11      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15053337.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10871 | PA      | $10982.60     | 0.00%             | 2026-07-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1029 | PA      | $1001.47      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711419.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3333 | PA      | $235.47       | 0.00%             | 2026-09-14      | Fixed         | 27.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3491 | PA      | $2625.48      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1429 | PA      | $1459.07      | 0.00%             | 2025-01-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5357594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3515 | PA      | $2858.13      | 0.00%             | 2023-11-26      | 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        |     3100000 | PA      | $2842930.33   | 0.10%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6579 | PA      | $6507.63      | 0.00%             | 2029-07-15      | Fixed         | 26.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $143.96       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     9900000 | PA      | $9959865.30   | 0.34%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2023 | PA      | $1963.21      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2609 | PA      | $2504.25      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715161.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1919 | PA      | $1861.11      | 0.00%             | 2025-02-15      | Fixed         | 14.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.49         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         659 | PA      | $614.84       | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11665810.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29819 | PA      | $29736.34     | 0.00%             | 2026-12-18      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632195.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1698 | PA      | $1622.51      | 0.00%             | 2027-02-15      | Fixed         | 24.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $430.52       | 0.00%             | 2025-01-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         609 | PA      | $42.02        | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5106337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2689 | PA      | $1863.67      | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $88.29        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $1.03         | 0.00%             | 2028-02-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200514.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8510 | PA      | $8370.42      | 0.00%             | 2026-12-08      | Fixed         | 18.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4444 | PA      | $3163.29      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4109 | PA      | $3956.86      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991797472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $1.29         | 0.00%             | 2028-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991927729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         777 | PA      | $797.21       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.84         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         362 | PA      | $371.21       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $14.60        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3293 | PA      | $2948.35      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991597262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         266 | PA      | $275.56       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10399 | PA      | $9760.13      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         756 | PA      | $784.10       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5724 | PA      | $5428.90      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12168636.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17308 | PA      | $17487.91     | 0.00%             | 2027-03-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170592201.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12440 | PA      | $11912.14     | 0.00%             | 2025-09-16      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414849.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3028 | PA      | $1795.47      | 0.00%             | 2027-01-12      | Fixed         | 24.57%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626833.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12239 | PA      | $11724.54     | 0.00%             | 2026-10-01      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $129.23       | 0.00%             | 2024-01-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701399.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5025 | PA      | $4818.18      | 0.00%             | 2025-01-13      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         594 | PA      | $578.45       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         143 | PA      | $31.85        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.21         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1331 | PA      | $1273.93      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1801 | PA      | $1674.02      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11397497.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19811 | PA      | $20134.30     | 0.00%             | 2027-01-10      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1016 | PA      | $892.75       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26475 | PA      | $25439.35     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410164.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1073 | PA      | $1062.57      | 0.00%             | 2027-01-11      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2963 | PA      | $2986.05      | 0.00%             | 2025-01-31      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4794 | PA      | $4634.28      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171444548.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8462 | PA      | $8310.42      | 0.00%             | 2023-10-22      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15053612.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10413 | PA      | $10597.84     | 0.00%             | 2026-07-26      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $181.72       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Simon Property Group LP                                                         | Simon Property Group LP                                                            | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2601330.30   | 0.09%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873736.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6615 | PA      | $6541.41      | 0.00%             | 2024-10-18      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $7.82         | 0.00%             | 2028-02-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         183 | PA      | $190.13       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10942 | PA      | $9706.63      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991907895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5432 | PA      | $5433.41      | 0.00%             | 2025-02-06      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20867 | PA      | $19892.74     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198735.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6257 | PA      | $6200.91      | 0.00%             | 2026-12-08      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2354 | PA      | $2174.57      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8730 | PA      | $8361.98      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1727 | PA      | $682.24       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009896.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2588 | PA      | $2571.47      | 0.00%             | 2026-11-09      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $39.69        | 0.00%             | 2025-02-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873577.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5223 | PA      | $5195.84      | 0.00%             | 2026-10-18      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407665.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18295 | PA      | $18017.78     | 0.00%             | 2025-01-11      | Fixed         | 20.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640894.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24687 | PA      | $24540.56     | 0.00%             | 2027-02-16      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $2.57         | 0.00%             | 2027-12-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255897.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26047 | PA      | $24589.57     | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11326 | PA      | $11247.40     | 0.00%             | 2024-11-09      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200911.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4141 | PA      | $4097.80      | 0.00%             | 2026-12-08      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1851 | PA      | $1790.10      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712071.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1404 | PA      | $1388.62      | 0.00%             | 2024-09-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009147.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1283 | PA      | $1271.22      | 0.00%             | 2024-11-09      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414842.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         886 | PA      | $879.13       | 0.00%             | 2027-01-12      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1710380.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2497 | PA      | $2473.29      | 0.00%             | 2025-02-28      | Fixed         | 23.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009697.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4244 | PA      | $4180.04      | 0.00%             | 2026-11-09      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4252 | PA      | $3814.76      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412502.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13502 | PA      | $13382.05     | 0.00%             | 2027-01-11      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991660718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         354 | PA      | $365.19       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         210 | PA      | $29.45        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640305.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4842 | PA      | $4798.60      | 0.00%             | 2025-02-16      | Fixed         | 16.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $14.30        | 0.00%             | 2024-01-21      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1061 | PA      | $707.58       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5789889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4745 | PA      | $4640.57      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991675457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $78.90        | 0.00%             | 2024-01-25      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24759733.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $5.06         | 0.00%             | 2027-11-26      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991541260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $85.01        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2948 | PA      | $2574.37      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $8.24         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         648 | PA      | $675.51       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3453 | PA      | $3310.41      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         211 | PA      | $213.98       | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701390.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6446 | PA      | $848.66       | 0.00%             | 2025-01-13      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991652010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         290 | PA      | $298.22       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610188.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9145 | PA      | $9083.88      | 0.00%             | 2027-02-16      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6088 | PA      | $4679.92      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5787444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5088 | PA      | $4885.63      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $0.26         | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870017.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5432 | PA      | $390.85       | 0.00%             | 2026-10-18      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636201.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6009 | PA      | $5950.10      | 0.00%             | 2027-02-15      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1246 | PA      | $1214.94      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991602891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $97.40        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6269455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13853 | PA      | $12899.61     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4504152.00   | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1048 | PA      | $964.08       | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406611.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20952 | PA      | $12401.80     | 0.00%             | 2027-01-11      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5121599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.51        | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2271 | PA      | $2159.81      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633604.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2366 | PA      | $2345.95      | 0.00%             | 2027-02-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $240.81       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7735 | PA      | $4619.73      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $31.56        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2050 | PA      | $1461.93      | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $17.34        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1832 | PA      | $1792.31      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $55.81        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         120 | PA      | $8.33         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5098389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3395 | PA      | $3297.97      | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         442 | PA      | $446.72       | 0.00%             | 2025-01-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1179 | PA      | $684.44       | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $-1.31        | -0.00%            | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991688155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         371 | PA      | $385.48       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $69.97        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991807354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $76.12        | 0.00%             | 2025-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7638 | PA      | $5049.75      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $541.66       | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412214.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2599 | PA      | $2571.82      | 0.00%             | 2027-01-11      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991548160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $29.28        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078440.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2643 | PA      | $2620.40      | 0.00%             | 2024-11-19      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3374 | PA      | $3139.78      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11725711.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10550 | PA      | $3763.83      | 0.00%             | 2025-02-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991869250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1507 | PA      | $1508.31      | 0.00%             | 2025-02-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695360.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3548 | PA      | $3412.53      | 0.00%             | 2025-01-04      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $48.20        | 0.00%             | 2024-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3147 | PA      | $2872.97      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15644 | PA      | $14413.42     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $200.93       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2544 | PA      | $2414.46      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4838333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         750 | PA      | $117.96       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611807.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12096 | PA      | $11662.40     | 0.00%             | 2026-08-10      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $146.38       | 0.00%             | 2025-01-23      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2295 | PA      | $2217.72      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5447166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          66 | PA      | $61.02        | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139801.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15818 | PA      | $15995.75     | 0.00%             | 2025-03-11      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413637.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1963 | PA      | $1941.94      | 0.00%             | 2025-01-11      | Fixed         | 7.76%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2746 | PA      | $2663.97      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         236 | PA      | $238.80       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4747 | PA      | $4681.68      | 0.00%             | 2026-12-08      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         264 | PA      | $244.41       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412805.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6144 | PA      | $896.82       | 0.00%             | 2027-01-11      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2991 | PA      | $2912.33      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         176 | PA      | $183.55       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         130 | PA      | $96.27        | 0.00%             | 2024-01-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749006.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9955 | PA      | $9506.15      | 0.00%             | 2027-03-31      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5173238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1338 | PA      | $1313.11      | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2389418.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5435 | PA      | $5396.41      | 0.00%             | 2027-01-12      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $40.08        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991722576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $62.96        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $1.92         | 0.00%             | 2028-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15007182.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10590 | PA      | $10680.29     | 0.00%             | 2027-07-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27924 | PA      | $19171.51     | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1698709.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12830 | PA      | $12249.93     | 0.00%             | 2027-01-20      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.81         | 0.00%             | 2028-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630111.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13087 | PA      | $12626.52     | 0.00%             | 2026-09-24      | Fixed         | 13.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991581619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $6.77         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991697236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         246 | PA      | $250.99       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         751 | PA      | $778.63       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         347 | PA      | $363.19       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6050900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27805 | PA      | $26243.37     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006375.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3207 | PA      | $3177.58      | 0.00%             | 2026-11-09      | Fixed         | 21.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198601.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4447 | PA      | $4399.67      | 0.00%             | 2026-12-07      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991546174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1377 | PA      | $1431.13      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         210 | PA      | $213.31       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991888412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $1.46         | 0.00%             | 2024-02-09      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205661.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9934 | PA      | $9827.00      | 0.00%             | 2026-12-08      | Fixed         | 11.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4239 | PA      | $4155.07      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5127713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         425 | PA      | $333.80       | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33475 | PA      | $32272.76     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         418 | PA      | $407.37       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1074 | PA      | $1024.08      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874328.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8145 | PA      | $8045.43      | 0.00%             | 2026-10-18      | Fixed         | 14.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991828617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $51.55        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285239.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2569 | PA      | $2372.24      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         222 | PA      | $227.88       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5320762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4160 | PA      | $3773.40      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198376.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18712 | PA      | $18366.26     | 0.00%             | 2026-12-07      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11250 | PA      | $3516.69      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12161019.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9163 | PA      | $9173.61      | 0.00%             | 2027-01-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $30.95        | 0.00%             | 2025-02-03      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         639 | PA      | $627.65       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5801 | PA      | $4030.68      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712567.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2500 | PA      | $2489.91      | 0.00%             | 2026-09-14      | Fixed         | 31.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418679.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9165 | PA      | $9068.17      | 0.00%             | 2027-01-12      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1684772.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3755 | PA      | $3619.18      | 0.00%             | 2025-01-15      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991864584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         128 | PA      | $129.10       | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5897 | PA      | $5713.30      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416598.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6512 | PA      | $6463.86      | 0.00%             | 2027-01-12      | Fixed         | 21.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3595 | PA      | $3647.51      | 0.00%             | 2025-01-24      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $76.54        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2806 | PA      | $2693.79      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202D2D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43425 | PA      | $45040.69     | 0.00%             | 2033-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.63        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1696034.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1424 | PA      | $1372.55      | 0.00%             | 2025-01-25      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1932 | PA      | $1212.44      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5231 | PA      | $5343.68      | 0.00%             | 2027-02-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635281.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5203 | PA      | $-44.25       | -0.00%            | 2027-02-15      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         668 | PA      | $689.48       | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.56        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1152 | PA      | $983.76       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3933 | PA      | $275.68       | 0.00%             | 2027-07-17      | Fixed         | 29.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991896775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $107.15       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3409 | PA      | $3173.04      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17345 | PA      | $16847.43     | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     9100000 | PA      | $8403304.00   | 0.29%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167907245.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1960 | PA      | $1939.64      | 0.00%             | 2023-05-15      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1235 | PA      | $1193.37      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708159.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1616 | PA      | $1604.79      | 0.00%             | 2026-09-14      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         850 | PA      | $781.03       | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1142 | PA      | $353.42       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1702 | PA      | $1428.17      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1725 | PA      | $1711.97      | 0.00%             | 2026-11-19      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $132.45       | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9973 | PA      | $9185.85      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3840508.48   | 0.13%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077380.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4137 | PA      | $4116.62      | 0.00%             | 2026-11-19      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5111117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         555 | PA      | $357.23       | 0.00%             | 2023-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $60.31        | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         300 | PA      | $0.00         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12408200.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23529 | PA      | $23496.85     | 0.00%             | 2027-03-24      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991744616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $60.58        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3030 | PA      | $2874.85      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $-5.33        | -0.00%            | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2443 | PA      | $2552.26      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4411 | PA      | $4347.00      | 0.00%             | 2026-12-07      | Fixed         | 17.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873969.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         623 | PA      | $617.30       | 0.00%             | 2024-10-18      | Fixed         | 10.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642156.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2579 | PA      | $2554.22      | 0.00%             | 2027-12-16      | Fixed         | 26.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6127 | PA      | $5877.25      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          74 | PA      | $74.97        | 0.00%             | 2024-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991665002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         952 | PA      | $991.98       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.21        | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         687 | PA      | $717.52       | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5209815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         525 | PA      | $457.52       | 0.00%             | 2023-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709424.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12252 | PA      | $12098.62     | 0.00%             | 2026-09-14      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8770 | PA      | $7045.37      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $-2.59        | -0.00%            | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202614.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5460 | PA      | $5399.67      | 0.00%             | 2024-12-08      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3151 | PA      | $1792.29      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638680.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1576 | PA      | $1560.29      | 0.00%             | 2025-02-16      | Fixed         | 7.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631558.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13018 | PA      | $12891.47     | 0.00%             | 2027-02-15      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991551896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         173 | PA      | $11.87        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         661 | PA      | $685.90       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407636.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         888 | PA      | $872.90       | 0.00%             | 2025-01-11      | Fixed         | 23.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3219 | PA      | $3151.98      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631740.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3823 | PA      | $263.12       | 0.00%             | 2027-12-15      | Fixed         | 34.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3113 | PA      | $3081.38      | 0.00%             | 2027-01-11      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12128364.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20921 | PA      | $20958.68     | 0.00%             | 2026-03-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         376 | PA      | $378.48       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206887.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6720 | PA      | $6647.50      | 0.00%             | 2024-12-08      | Fixed         | 9.22%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $101.50       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4675799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3286 | PA      | $537.51       | 0.00%             | 2023-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         496 | PA      | $501.41       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1862 | PA      | $1762.30      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10646 | PA      | $9617.58      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10548 | PA      | $10392.61     | 0.00%             | 2027-02-16      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709982.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9444 | PA      | $9349.07      | 0.00%             | 2026-09-14      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4145 | PA      | $1912.59      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                               | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     8600000 | PA      | $9352463.45   | 0.32%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414073.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1523 | PA      | $1508.80      | 0.00%             | 2025-01-12      | Fixed         | 8.79%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5550084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2165 | PA      | $2090.62      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         771 | PA      | $701.36       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681297.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23999 | PA      | $23136.50     | 0.00%             | 2026-12-20      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $74.28        | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1244 | PA      | $800.12       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991618978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $30.61        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5026 | PA      | $3619.66      | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1519 | PA      | $536.01       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3564 | PA      | $3251.10      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991745601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $313.07       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4249 | PA      | $4216.32      | 0.00%             | 2027-02-15      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991780524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $98.81        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                 | CUSIP: 25714PDX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   838300000 | PA      | $14801204.85  | 0.50%             | 2023-02-15      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.89        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414368.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2210 | PA      | $2191.94      | 0.00%             | 2027-01-12      | Fixed         | 20.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3603 | PA      | $3291.50      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5660684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3079 | PA      | $2994.59      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6148772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2143 | PA      | $1986.44      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991911258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $22.01        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1304 | PA      | $659.34       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $314.57       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $131.24       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1710 | PA      | $1629.59      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605748.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1613 | PA      | $1599.86      | 0.00%             | 2027-02-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415810.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4419 | PA      | $4383.74      | 0.00%             | 2027-01-12      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $29.18        | 0.00%             | 2025-02-09      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.80         | 0.00%             | 2025-01-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11494 | PA      | $11162.32     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1185 | PA      | $1114.67      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991564043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $15.62        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202863.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4092 | PA      | $4052.50      | 0.00%             | 2024-12-08      | Fixed         | 13.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $232.12       | 0.00%             | 2024-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $49.92        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1091 | PA      | $1086.77      | 0.00%             | 2026-09-14      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6061646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1817 | PA      | $1730.08      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         246 | PA      | $-0.80        | -0.00%            | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991706891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $94.33        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412683.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38075 | PA      | $22737.45     | 0.00%             | 2027-06-11      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3160 | PA      | $2931.32      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4557 | PA      | $4429.38      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $23.37        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006201.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21249 | PA      | $20907.88     | 0.00%             | 2026-11-09      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416405.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         573 | PA      | $566.99       | 0.00%             | 2027-01-12      | Fixed         | 13.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5560 | PA      | $5219.72      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1111 | PA      | $76.81        | 0.00%             | 2025-02-04      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12700 | PA      | $12217.92     | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413002.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3824 | PA      | $3760.24      | 0.00%             | 2027-01-11      | Fixed         | 19.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991914678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $157.60       | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $3002767.86   | 0.10%             | 2023-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         173 | PA      | $180.80       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11741297.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18416 | PA      | $18254.26     | 0.00%             | 2027-02-05      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643996.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12752 | PA      | $12663.72     | 0.00%             | 2027-02-16      | Fixed         | 9.54%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3326 | PA      | $3128.39      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5804 | PA      | $5488.04      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2623499.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13599 | PA      | $22.13        | 0.00%             | 2027-02-16      | Fixed         | 31.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5250321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1985 | PA      | $1922.05      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8011 | PA      | $7917.72      | 0.00%             | 2026-09-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11853561.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11304 | PA      | $11314.86     | 0.00%             | 2025-03-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16563 | PA      | $15391.97     | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009250.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3857 | PA      | $277.98       | 0.00%             | 2026-11-09      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991829108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         653 | PA      | $676.12       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874475.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1961 | PA      | $1949.86      | 0.00%             | 2026-10-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5469061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1104 | PA      | $1040.31      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2146 | PA      | $2075.10      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709911.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3558 | PA      | $3531.66      | 0.00%             | 2024-09-14      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2210 | PA      | $2119.83      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712038.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2986 | PA      | $211.27       | 0.00%             | 2027-02-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $96.06        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4678 | PA      | $4533.09      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584458.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2534 | PA      | $2467.21      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $197.69       | 0.00%             | 2024-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008480.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12846 | PA      | $12761.81     | 0.00%             | 2026-11-09      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641628.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10159 | PA      | $10068.37     | 0.00%             | 2027-02-16      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5117949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         872 | PA      | $853.26       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         336 | PA      | $328.51       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991612751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         220 | PA      | $227.66       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22482 | PA      | $21803.16     | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3746 | PA      | $3613.21      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873516.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12865 | PA      | $12799.73     | 0.00%             | 2026-10-18      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3772 | PA      | $3702.25      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873274.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4247 | PA      | $4202.91      | 0.00%             | 2024-10-18      | Fixed         | 6.44%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $61.68        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $160.00       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3614 | PA      | $3451.62      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31417YAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16364 | PA      | $16758.77     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991686882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         277 | PA      | $287.54       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12211243.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31800 | PA      | $31757.70     | 0.00%             | 2027-03-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $104.48       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991617189.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $77.47        | 0.00%             | 2024-01-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $251.55       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1314 | PA      | $812.70       | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007404.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3767 | PA      | $3732.39      | 0.00%             | 2026-11-09      | Fixed         | 17.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         938 | PA      | $912.32       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3933 | PA      | $3532.01      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695982.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5649 | PA      | $5469.24      | 0.00%             | 2025-01-14      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $194.18       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991746532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1112 | PA      | $1153.59      | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         774 | PA      | $655.39       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991598750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         262 | PA      | $264.89       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414981.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10660 | PA      | $10556.91     | 0.00%             | 2027-01-12      | Fixed         | 10.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1577 | PA      | $1190.97      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2792 | PA      | $2559.13      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991590941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $35.27        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.73         | 0.00%             | 2025-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $52.02        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6127 | PA      | $5946.75      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         109 | PA      | $24.15        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2475 | PA      | $2281.90      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $50.01        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1716088.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3740 | PA      | $3606.93      | 0.00%             | 2025-02-16      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         129 | PA      | $29.59        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.11        | 0.00%             | 2024-02-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644502.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18699 | PA      | $18539.38     | 0.00%             | 2027-02-16      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8989 | PA      | $8534.96      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $200.25       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17182 | PA      | $16300.70     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17098 | PA      | $16998.81     | 0.00%             | 2028-11-09      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6118 | PA      | $5394.20      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205802.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3119 | PA      | $3088.34      | 0.00%             | 2026-12-08      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638208.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2239 | PA      | $2224.88      | 0.00%             | 2027-02-16      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         385 | PA      | $388.50       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5807168.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1329 | PA      | $1289.01      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010300.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         845 | PA      | $832.18       | 0.00%             | 2026-11-09      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201772.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4909 | PA      | $4864.64      | 0.00%             | 2026-12-08      | Fixed         | 31.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $137.64       | 0.00%             | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $41.34        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412862.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8752 | PA      | $8662.76      | 0.00%             | 2027-01-11      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $90.74        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199675.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13476 | PA      | $497.51       | 0.00%             | 2026-12-07      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1837 | PA      | $1807.81      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $38.22        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5392090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2191 | PA      | $2129.42      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2578 | PA      | $2494.24      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410552.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1326 | PA      | $1303.27      | 0.00%             | 2027-01-11      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637309.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42860 | PA      | $42435.75     | 0.00%             | 2027-02-15      | Fixed         | 11.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10864 | PA      | $10094.60     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7953 | PA      | $7584.93      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.58        | 0.00%             | 2024-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197093.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4045 | PA      | $1091.57      | 0.00%             | 2024-12-07      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $241.78       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $114.82       | 0.00%             | 2025-01-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991748403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          43 | PA      | $43.74        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4014 | PA      | $743.88       | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1864 | PA      | $1774.13      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991872236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $224.11       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2040 | PA      | $110.88       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9729 | PA      | $9027.23      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         167 | PA      | $173.10       | 0.00%             | 2025-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991600440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $479.34       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4799 | PA      | $4480.84      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198237.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4325 | PA      | $4277.23      | 0.00%             | 2026-12-07      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.31        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991863348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $187.32       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $119.59       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199111.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1668 | PA      | $1650.83      | 0.00%             | 2027-05-07      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $90.97        | 0.00%             | 2025-01-20      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          88 | PA      | $89.52        | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5653308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1204 | PA      | $1049.32      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1868928.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9930 | PA      | $-152.58      | -0.00%            | 2027-03-18      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1773 | PA      | $1703.06      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11742772.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13973 | PA      | $13938.49     | 0.00%             | 2027-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410907.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3064 | PA      | $3036.17      | 0.00%             | 2027-01-11      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196176.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6976 | PA      | $497.34       | 0.00%             | 2026-12-07      | Fixed         | 29.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         977 | PA      | $618.34       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078328.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3848 | PA      | $3792.03      | 0.00%             | 2025-04-19      | Fixed         | 19.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6376 | PA      | $5900.31      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413835.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9948 | PA      | $725.12       | 0.00%             | 2027-01-11      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204605.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4345 | PA      | $4303.33      | 0.00%             | 2026-12-08      | Fixed         | 23.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $32.02        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991592580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.44         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         301 | PA      | $0.00         | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991756435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         411 | PA      | $433.50       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3022 | PA      | $2797.74      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1007 | PA      | $961.64       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         960 | PA      | $935.59       | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991792329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         330 | PA      | $341.67       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16275007.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12884 | PA      | $13100.17     | 0.00%             | 2026-09-22      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1473 | PA      | $1096.61      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5451 | PA      | $5228.38      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3935 | PA      | $3733.66      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $137.13       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $6.77         | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5712986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10198 | PA      | $9586.56      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173816609.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3550 | PA      | $3476.31      | 0.00%             | 2026-01-15      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5869 | PA      | $5271.95      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9466602.70   | 0.32%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5250058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         495 | PA      | $484.10       | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1007 | PA      | $1023.53      | 0.00%             | 2025-01-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5651317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3233 | PA      | $3125.60      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2594 | PA      | $2659.69      | 0.00%             | 2025-02-06      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         762 | PA      | $731.30       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2629665.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6314 | PA      | $6257.41      | 0.00%             | 2027-02-15      | Fixed         | 24.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5669 | PA      | $3350.07      | 0.00%             | 2027-01-12      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1946 | PA      | $1880.87      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411982.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4434 | PA      | $4388.98      | 0.00%             | 2027-01-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21206 | PA      | $20445.12     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2426 | PA      | $2347.65      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991567188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $7.04         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15171 | PA      | $14959.38     | 0.00%             | 2027-01-11      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991912584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         387 | PA      | $397.06       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2785 | PA      | $2644.55      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418929.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12595 | PA      | $12502.00     | 0.00%             | 2027-01-12      | Fixed         | 9.60%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $79.70        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2028 | PA      | $746.81       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $131.47       | 0.00%             | 2025-02-07      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632664.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         747 | PA      | $738.99       | 0.00%             | 2025-02-15      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                   | Calpine Corp.                                                                      | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3481524.40   | 0.12%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1723593.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11421 | PA      | $11095.17     | 0.00%             | 2025-02-18      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1860 | PA      | $702.83       | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $251.72       | 0.00%             | 2024-02-06      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6042 | PA      | $5751.98      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991586601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $-3.35        | -0.00%            | 2024-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5736390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1884 | PA      | $1742.53      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $99.29        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688964.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12571 | PA      | $12128.38     | 0.00%             | 2026-12-21      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         636 | PA      | $653.19       | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1621098.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1075 | PA      | $1060.78      | 0.00%             | 2024-09-24      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170013981.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5131 | PA      | $0.00         | 0.00%             | 2023-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1503 | PA      | $1446.71      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667997.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7345 | PA      | $7066.01      | 0.00%             | 2026-11-12      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1146 | PA      | $1107.63      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195799.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9447 | PA      | $9304.64      | 0.00%             | 2026-12-07      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11740935.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42873 | PA      | $43439.76     | 0.00%             | 2027-02-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5212836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7546 | PA      | $7391.70      | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128K4AB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39510 | PA      | $40230.13     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5147 | PA      | $4737.83      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chart Industries, Inc.                                                          | Chart Industries, Inc.                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4606875.00   | 0.16%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991634646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         366 | PA      | $373.75       | 0.00%             | 2025-01-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $8.60         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4142 | PA      | $2835.47      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5188827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         751 | PA      | $692.35       | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $114.61       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5799 | PA      | $4226.44      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2499 | PA      | $2395.03      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32529 | PA      | $23737.93     | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-09-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33270 | PA      | $31393.47     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $220.75       | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                      | Warnermedia Holdings, Inc.                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1928622.51   | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872967.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5458 | PA      | $5428.40      | 0.00%             | 2026-10-18      | Fixed         | 21.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991937488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         737 | PA      | $47.19        | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         953 | PA      | $641.43       | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $258.59       | 0.00%             | 2025-02-05      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695340.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7170 | PA      | $6877.00      | 0.00%             | 2025-01-14      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7047 | PA      | $6749.77      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412786.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7505 | PA      | $7438.24      | 0.00%             | 2027-01-11      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991886671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $34.11        | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1687516.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26772 | PA      | $26515.50     | 0.00%             | 2027-02-14      | Fixed         | 31.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         913 | PA      | $870.28       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991861447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $54.33        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         357 | PA      | $365.76       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1908 | PA      | $1798.52      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873583.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1172 | PA      | $175.35       | 0.00%             | 2026-10-18      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631621.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19882 | PA      | $19760.95     | 0.00%             | 2029-02-15      | Fixed         | 15.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4618 | PA      | $4432.56      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         391 | PA      | $407.26       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $98.38        | 0.00%             | 2025-01-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9893 | PA      | $9392.07      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873256.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1669 | PA      | $117.98       | 0.00%             | 2026-10-18      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5924 | PA      | $5457.66      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         467 | PA      | $-18.36       | -0.00%            | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         694 | PA      | $717.54       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                 | Santander UK Group Holdings plc                                                    | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     6700000 | PA      | $5882608.38   | 0.20%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7334 | PA      | $6983.19      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7096 | PA      | $6723.73      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5444 | PA      | $4530.70      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991916727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $54.09        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                      | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     5300000 | PA      | $4303333.25   | 0.15%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631133.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1344 | PA      | $1322.82      | 0.00%             | 2027-02-15      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991573325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $40.88        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6585 | PA      | $5853.52      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1297 | PA      | $1071.93      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6321 | PA      | $5988.15      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202576.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7208 | PA      | $7106.32      | 0.00%             | 2027-10-08      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690286.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20341 | PA      | $19451.35     | 0.00%             | 2027-01-18      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $62.69        | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873245.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1221 | PA      | $1214.46      | 0.00%             | 2026-10-18      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $95.89        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $112.09       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5254175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9832 | PA      | $8856.86      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $74.34        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5503358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2442 | PA      | $2376.88      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $23.24        | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11408 | PA      | $10809.05     | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417489.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1406 | PA      | $207.87       | 0.00%             | 2027-01-12      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410159.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3977 | PA      | $3938.62      | 0.00%             | 2027-01-11      | Fixed         | 27.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $109.02       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644656.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3496 | PA      | $3474.42      | 0.00%             | 2027-02-16      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7120 | PA      | $6683.82      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4810075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2346 | PA      | $1608.46      | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991728916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         161 | PA      | $162.21       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2929 | PA      | $2838.07      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $14.50        | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $84.50        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3493 | PA      | $2893.94      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991553350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $65.39        | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $6.90         | 0.00%             | 2024-01-23      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2703 | PA      | $2035.91      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         489 | PA      | $486.03       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991674428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1062 | PA      | $1109.64      | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5320457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         230 | PA      | $184.44       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13929 | PA      | $13275.23     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991635799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         846 | PA      | $865.13       | 0.00%             | 2025-01-31      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         610 | PA      | $617.56       | 0.00%             | 2025-01-24      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5278900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3401 | PA      | $3242.93      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6343346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22981 | PA      | $21279.04     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43325 | PA      | $41914.86     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198825.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3117 | PA      | $3083.95      | 0.00%             | 2026-12-07      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2878 | PA      | $2802.20      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991560150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $100.66       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $90.58        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5160236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14635 | PA      | $9804.13      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710694.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13198 | PA      | $13096.61     | 0.00%             | 2024-09-14      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $90.35        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5877 | PA      | $3475.14      | 0.00%             | 2026-11-09      | Fixed         | 27.57%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2013-C01, Class M2                      | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     4031172 | PA      | $4141878.86   | 0.14%             | 2023-10-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4598741.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         206 | PA      | $76.19        | 0.00%             | 2023-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1738 | PA      | $1540.85      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9336 | PA      | $8738.48      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1206 | PA      | $1151.68      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5679 | PA      | $4392.08      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                | CUSIP: 912796Z69<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    29800000 | PA      | $29649311.23  | 1.01%             | 2023-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         995 | PA      | $924.47       | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1599440.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1668 | PA      | $1633.29      | 0.00%             | 2026-08-05      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $24.40        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3156 | PA      | $3040.80      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7501 | PA      | $5508.82      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5276919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3877 | PA      | $3109.01      | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5651560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1739 | PA      | $1592.02      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991892456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $2.60         | 0.00%             | 2028-02-04      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5652373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1520 | PA      | $1170.81      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $193.27       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709684.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1214 | PA      | $1203.64      | 0.00%             | 2024-09-14      | Fixed         | 13.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079458.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3147 | PA      | $3106.34      | 0.00%             | 2026-11-19      | Fixed         | 26.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2629 | PA      | $2393.94      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8886 | PA      | $8529.58      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         802 | PA      | $817.53       | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $21.69        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1237 | PA      | $1068.53      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31379FGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23625 | PA      | $24497.60     | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $99.26        | 0.00%             | 2025-01-22      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5660412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3632 | PA      | $3534.85      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5411 | PA      | $5276.60      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8444620.89   | 0.29%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1413 | PA      | $1399.59      | 0.00%             | 2025-02-15      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $53.03        | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991776059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $56.64        | 0.00%             | 2024-02-04      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $84.99        | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-4RA, Class C                | CUSIP: 14316CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2696443.43   | 0.09%             | 2030-07-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414032.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2046 | PA      | $2028.26      | 0.00%             | 2025-01-12      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4426 | PA      | $4037.92      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873980.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2117 | PA      | $2106.67      | 0.00%             | 2026-10-18      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639130.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3539 | PA      | $3515.40      | 0.00%             | 2027-02-16      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4693941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8872 | PA      | $2071.52      | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646828.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17421 | PA      | $16681.72     | 0.00%             | 2026-10-29      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991867036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $46.04        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $123.73       | 0.00%             | 2025-02-04      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         936 | PA      | $975.68       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Rutas 2 and 7 Finance Ltd.                                                      | Rutas 2 and 7 Finance Ltd.                                                         | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1120000 | PA      | $738276.25    | 0.03%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $36.72        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $64.08        | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10624729.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25477 | PA      | $25895.34     | 0.00%             | 2027-09-13      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991884671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $-3.63        | -0.00%            | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2027-09-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873049.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4221 | PA      | $4200.81      | 0.00%             | 2026-10-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $127.47       | 0.00%             | 2024-02-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $-3.45        | -0.00%            | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $114.90       | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991772287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         394 | PA      | $409.74       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1134 | PA      | $1187.45      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3051.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8255 | PA      | $7703.49      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2966 | PA      | $2746.78      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         571 | PA      | $557.22       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991848466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          77 | PA      | $79.86        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631314.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17653 | PA      | $17552.74     | 0.00%             | 2027-02-15      | Fixed         | 6.70%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6173 | PA      | $6014.04      | 0.00%             | 2024-11-19      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646769.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10429 | PA      | $10035.48     | 0.00%             | 2026-10-13      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         427 | PA      | $413.26       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $80.76        | 0.00%             | 2024-01-23      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         934 | PA      | $309.12       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24876 | PA      | $20820.59     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17865 | PA      | $507.41       | 0.00%             | 2026-11-09      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1719667.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12895 | PA      | $12453.75     | 0.00%             | 2027-02-23      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3678 | PA      | $3521.46      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $63.01        | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644572.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18365 | PA      | $17438.51     | 0.00%             | 2027-02-16      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5032944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         193 | PA      | $177.28       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5397746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11107 | PA      | $10699.64     | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         799 | PA      | $765.46       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203545.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1577 | PA      | $1562.07      | 0.00%             | 2026-12-08      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6060282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3508 | PA      | $3349.69      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198520.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8540 | PA      | $8388.69      | 0.00%             | 2026-12-07      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414721.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5595 | PA      | $5549.52      | 0.00%             | 2027-11-12      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16640475.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16780 | PA      | $16992.57     | 0.00%             | 2027-08-02      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28354 | PA      | $21947.07     | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7906 | PA      | $7426.38      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16481 | PA      | $13807.04     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991636182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         210 | PA      | $210.10       | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642762.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2129 | PA      | $2097.92      | 0.00%             | 2027-02-16      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         126 | PA      | $132.53       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11433 | PA      | $10415.73     | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1029 | PA      | $1063.66      | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656447.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18495 | PA      | $17857.24     | 0.00%             | 2026-11-27      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991892879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $40.92        | 0.00%             | 2025-02-06      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12174416.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16116 | PA      | $16339.30     | 0.00%             | 2026-01-22      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $30.00        | 0.00%             | 2025-01-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16682744.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17090 | PA      | $17346.88     | 0.00%             | 2024-09-14      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3361 | PA      | $3111.79      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1475 | PA      | $464.09       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         910 | PA      | $881.24       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991867936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $2.55         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991654240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          75 | PA      | $78.54        | 0.00%             | 2024-08-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5716 | PA      | $5502.15      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15072881.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13945 | PA      | $14161.28     | 0.00%             | 2027-07-26      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5620262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8876 | PA      | $8606.42      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637690.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5655 | PA      | $5606.81      | 0.00%             | 2027-02-16      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4445137.61   | 0.15%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1607 | PA      | $1562.08      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $208.88       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991750890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         205 | PA      | $213.31       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         101 | PA      | $99.38        | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2072 | PA      | $1948.56      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12688 | PA      | $11725.98     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8310 | PA      | $8105.68      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991641889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $194.98       | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         479 | PA      | $490.31       | 0.00%             | 2025-01-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19207 | PA      | $18151.75     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638096.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1803 | PA      | $1764.86      | 0.00%             | 2024-09-28      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645916.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3002 | PA      | $2909.82      | 0.00%             | 2026-10-28      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417943.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3466 | PA      | $3432.63      | 0.00%             | 2025-01-12      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991704419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         268 | PA      | $279.04       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12199831.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12274 | PA      | $12425.84     | 0.00%             | 2026-01-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3764 | PA      | $3597.69      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1342 | PA      | $1279.36      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19805 | PA      | $18251.30     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         136 | PA      | $141.47       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4940732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         640 | PA      | $508.87       | 0.00%             | 2023-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1126 | PA      | $1066.38      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7774 | PA      | $7491.03      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991874981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         341 | PA      | $23.65        | 0.00%             | 2025-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         819 | PA      | $526.70       | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872094.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3545 | PA      | $1035.25      | 0.00%             | 2026-10-18      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079771.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3434 | PA      | $3421.07      | 0.00%             | 2024-11-19      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1034 | PA      | $930.64       | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1486 | PA      | $102.82       | 0.00%             | 2027-01-11      | Fixed         | 33.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $32.80        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $20.87        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11730543.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12400 | PA      | $12456.82     | 0.00%             | 2026-12-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2516 | PA      | $2356.41      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991584191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1009 | PA      | $1055.72      | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $79.11        | 0.00%             | 2024-01-25      | Fixed         | 18.47%                | 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        |      202397 | PA      | $187661.99    | 0.01%             | 2044-05-16      | Variable      | 11.28%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634669.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7868 | PA      | $7750.94      | 0.00%             | 2025-02-15      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31371MPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3960 | PA      | $4015.40      | 0.00%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991765596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $42.15        | 0.00%             | 2024-01-22      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1111 | PA      | $1083.59      | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991809177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $292.36       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.21        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         518 | PA      | $484.08       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9305 | PA      | $8701.88      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         169 | PA      | $174.39       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19622 | PA      | $18688.34     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2791 | PA      | $2311.68      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636132.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9136 | PA      | $9030.14      | 0.00%             | 2027-07-15      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874435.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1570 | PA      | $1561.46      | 0.00%             | 2026-10-18      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4351 | PA      | $4309.02      | 0.00%             | 2026-12-08      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16682911.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16376 | PA      | $16579.71     | 0.00%             | 2027-09-05      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29571 | PA      | $25892.75     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297GL33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4764 | PA      | $4842.89      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21257 | PA      | $12563.75     | 0.00%             | 2026-09-14      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1980 | PA      | $1925.86      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991559196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2336 | PA      | $2229.18      | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5718642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1781 | PA      | $1740.09      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1677 | PA      | $1595.14      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6570 | PA      | $6228.66      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4754491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $36.02        | 0.00%             | 2023-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1996 | PA      | $760.59       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         619 | PA      | $251.43       | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Westlake Corp.                                                                  | Westlake Corp.                                                                     | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2246761.73   | 0.08%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         449 | PA      | $461.09       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410292.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3470 | PA      | $3441.65      | 0.00%             | 2027-01-11      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128FUTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2870 | PA      | $2976.87      | 0.00%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991696879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         382 | PA      | $388.20       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3514 | PA      | $3300.20      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199186.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2194 | PA      | $2169.77      | 0.00%             | 2026-12-07      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3125 | PA      | $2989.36      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1450 | PA      | $1421.40      | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638486.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9233 | PA      | $9175.17      | 0.00%             | 2027-02-16      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615387.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3097 | PA      | $3006.76      | 0.00%             | 2024-08-27      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410693.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6555 | PA      | $6446.38      | 0.00%             | 2025-01-11      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709686.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15990 | PA      | $15832.53     | 0.00%             | 2026-09-14      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991755245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          22 | PA      | $20.86        | 0.00%             | 2028-02-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991626927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.71        | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991631733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         353 | PA      | $0.00         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4592 | PA      | $4304.63      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         859 | PA      | $736.95       | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1716160.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7298 | PA      | $7041.70      | 0.00%             | 2025-02-16      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991774875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $10.31        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         421 | PA      | $63.26        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2048 | PA      | $1972.43      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991653534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         148 | PA      | $155.25       | 0.00%             | 2025-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         611 | PA      | $642.48       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $145.33       | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $145.20       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128E5FU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9410 | PA      | $9553.68      | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7285 | PA      | $6986.02      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637318.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2955 | PA      | $2907.85      | 0.00%             | 2027-02-15      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077314.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3828 | PA      | $3789.33      | 0.00%             | 2024-11-19      | Fixed         | 7.63%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007457.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2706 | PA      | $780.43       | 0.00%             | 2026-11-09      | Fixed         | 27.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4154 | PA      | $3822.77      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205882.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2613 | PA      | $2577.32      | 0.00%             | 2026-12-08      | Fixed         | 23.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $204.39       | 0.00%             | 2025-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3676 | PA      | $3551.05      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009538.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2718 | PA      | $2697.35      | 0.00%             | 2026-11-09      | Fixed         | 29.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5769 | PA      | $5580.26      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         573 | PA      | $549.57       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd.                                | American Airlines Inc/AAdvantage Loyalty IP Ltd.                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5714664.30   | 0.19%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $5.66         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         943 | PA      | $957.38       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $56.99        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         990 | PA      | $70.39        | 0.00%             | 2025-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $163.65       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633836.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9110 | PA      | $9017.96      | 0.00%             | 2027-02-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         318 | PA      | $318.69       | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         890 | PA      | $868.24       | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $1.53         | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638733.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3898 | PA      | $3874.91      | 0.00%             | 2027-02-16      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991563863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         304 | PA      | $314.15       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1064 | PA      | $1053.13      | 0.00%             | 2025-01-11      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991541397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $240.21       | 0.00%             | 2025-01-18      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2119 | PA      | $2087.93      | 0.00%             | 2027-01-11      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991552919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $9.62         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         584 | PA      | $604.13       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1427 | PA      | $1283.12      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711975.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21268 | PA      | $21054.96     | 0.00%             | 2026-09-14      | Fixed         | 11.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1389 | PA      | $1334.86      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $232.42       | 0.00%             | 2025-01-21      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11600 | PA      | $10395.45     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $106.07       | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $27.64        | 0.00%             | 2025-02-07      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410685.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7524 | PA      | $7462.70      | 0.00%             | 2027-01-11      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          95 | PA      | $75.22        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         421 | PA      | $33.79        | 0.00%             | 2024-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8117 | PA      | $7630.36      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4758 | PA      | $4386.80      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991583154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         564 | PA      | $594.25       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         308 | PA      | $319.37       | 0.00%             | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $42.85        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991775579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $155.46       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $99.63        | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $188.17       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $29.36        | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991812453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $90.72        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                   | Calpine Corp.                                                                      | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3690019.20   | 0.13%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991824491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1494 | PA      | $1544.34      | 0.00%             | 2025-01-25      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5286813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3382 | PA      | $3034.75      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.11        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         330 | PA      | $336.85       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204844.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2970 | PA      | $211.37       | 0.00%             | 2027-05-08      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005478.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15455 | PA      | $15354.68     | 0.00%             | 2026-11-09      | Fixed         | 23.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3414 | PA      | $3289.51      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4692642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1454 | PA      | $805.83       | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5116150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4166 | PA      | $3270.59      | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7757 | PA      | $7498.17      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004618.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5057 | PA      | $4974.14      | 0.00%             | 2026-11-09      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643133.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9389 | PA      | $9304.51      | 0.00%             | 2027-02-16      | Fixed         | 12.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3452 | PA      | $3298.66      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         372 | PA      | $299.06       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12443158.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10590 | PA      | $10616.00     | 0.00%             | 2027-03-22      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         222 | PA      | $221.38       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         107 | PA      | $108.78       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         307 | PA      | $0.00         | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416853.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5067 | PA      | $5021.87      | 0.00%             | 2025-01-12      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $0.00         | 0.00%             | 2025-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          86 | PA      | $86.08        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991810461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $100.61       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         940 | PA      | $911.01       | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991767339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          26 | PA      | $26.76        | 0.00%             | 2025-01-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17112160.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23217 | PA      | $23616.86     | 0.00%             | 2026-09-25      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         288 | PA      | $299.79       | 0.00%             | 2027-01-29      | Fixed         | 18.98%                | 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        |      446039 | PA      | $416243.42    | 0.01%             | 2045-01-15      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991913163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $71.11        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991659414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $17.34        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.47        | 0.00%             | 2025-01-31      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991732943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $164.95       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009107.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3183 | PA      | $3160.04      | 0.00%             | 2026-11-09      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13220 | PA      | $12383.84     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3318 | PA      | $3289.03      | 0.00%             | 2025-02-16      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201833.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4287 | PA      | $4217.46      | 0.00%             | 2026-12-08      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         991 | PA      | $709.61       | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3136 | PA      | $2880.38      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2999 | PA      | $2852.40      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15042778.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21176 | PA      | $21151.03     | 0.00%             | 2027-07-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         531 | PA      | $539.76       | 0.00%             | 2025-02-07      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         444 | PA      | $430.13       | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412917.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2067 | PA      | $2045.70      | 0.00%             | 2025-01-11      | Fixed         | 6.87%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991633202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $93.72        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683658.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $61.66        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172099990.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         656 | PA      | $643.50       | 0.00%             | 2023-11-19      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         459 | PA      | $461.04       | 0.00%             | 2024-02-03      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5493618.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8935 | PA      | $8666.48      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638183.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9795 | PA      | $9459.32      | 0.00%             | 2025-08-28      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4026 | PA      | $3919.77      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196447.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5590 | PA      | $5509.82      | 0.00%             | 2026-12-07      | Fixed         | 20.62%                | 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        |      120622 | PA      | $116080.87    | 0.00%             | 2043-12-15      | Variable      | 22.09%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991910701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $5.85         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5830 | PA      | $5511.47      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6257199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5191 | PA      | $4910.08      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5158164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $130.78       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5797 | PA      | $5440.66      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5164173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         147 | PA      | $136.59       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         354 | PA      | $368.58       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686729.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10260 | PA      | $9902.39      | 0.00%             | 2024-12-16      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173813936.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17077 | PA      | $16880.99     | 0.00%             | 2026-01-27      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5390 | PA      | $4919.94      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         358 | PA      | $350.39       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1915 | PA      | $1293.07      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070757.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1224 | PA      | $1219.50      | 0.00%             | 2024-11-19      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1220 | PA      | $942.06       | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       68564 | PA      | $63749.10     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2475 | PA      | $2237.64      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196613.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4774 | PA      | $4701.37      | 0.00%             | 2024-12-07      | Fixed         | 23.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6156 | PA      | $5640.37      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635424.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34859 | PA      | $34392.79     | 0.00%             | 2027-02-15      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17796 | PA      | $17245.39     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11904597.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27694 | PA      | $27865.17     | 0.00%             | 2027-03-22      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201818.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2736 | PA      | $197.89       | 0.00%             | 2026-12-08      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          50 | PA      | $50.00        | 0.00%             | 2024-02-05      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009937.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3057 | PA      | $3010.08      | 0.00%             | 2024-11-09      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165529419.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         518 | PA      | $120.13       | 0.00%             | 2033-02-24      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5193 | PA      | $4979.67      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         175 | PA      | $0.00         | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12029075.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14948 | PA      | $14877.35     | 0.00%             | 2025-03-05      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1108 | PA      | $581.83       | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         103 | PA      | $102.88       | 0.00%             | 2024-02-06      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14440 | PA      | $13469.53     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12199670.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29004 | PA      | $29361.11     | 0.00%             | 2027-03-11      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1959 | PA      | $1169.64      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637788.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2907 | PA      | $2865.08      | 0.00%             | 2027-02-16      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5310729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         626 | PA      | $585.78       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11248 | PA      | $10401.58     | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $159.63       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5810 | PA      | $5634.80      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991884438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2825 | PA      | $2694.36      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777926.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $97.89        | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2074 | PA      | $1217.78      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         330 | PA      | $23.81        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007089.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6690 | PA      | $6645.63      | 0.00%             | 2026-11-09      | Fixed         | 31.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874211.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         917 | PA      | $65.78        | 0.00%             | 2026-10-18      | Fixed         | 25.29%                | 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        |      496869 | PA      | $482613.06    | 0.02%             | 2044-08-15      | Variable      | 10.59%                | No            |                  2 | On Loan: No      |
| Altice France SA                                                                | Altice France SA                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $2375867.25   | 0.08%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991661629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $0.48         | 0.00%             | 2024-01-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $126.10       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007277.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         939 | PA      | $932.07       | 0.00%             | 2026-11-09      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197769.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1762 | PA      | $1740.54      | 0.00%             | 2024-12-07      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008048.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         706 | PA      | $697.99       | 0.00%             | 2024-11-09      | Fixed         | 28.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1474 | PA      | $1436.34      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         138 | PA      | $-5.21        | -0.00%            | 2025-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $127.04       | 0.00%             | 2025-02-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7212 | PA      | $7325.39      | 0.00%             | 2025-01-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2503 | PA      | $2319.05      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412808.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8629 | PA      | $8508.21      | 0.00%             | 2027-01-11      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1311 | PA      | $1297.46      | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6168 | PA      | $4984.14      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2836 | PA      | $2692.19      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1501929.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3085 | PA      | $3056.07      | 0.00%             | 2023-12-22      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407550.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1040 | PA      | $74.79        | 0.00%             | 2027-01-11      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6785578 | PA      | $6276733.59   | 0.21%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2369 | PA      | $1926.04      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9114 | PA      | $9548.79      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12015 | PA      | $11193.63     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2397480.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6168 | PA      | $6098.26      | 0.00%             | 2025-01-11      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205439.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2360 | PA      | $2322.37      | 0.00%             | 2024-12-08      | Fixed         | 29.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         214 | PA      | $216.32       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579549.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39084 | PA      | $39525.57     | 0.00%             | 2026-12-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991629035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         190 | PA      | $199.22       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5041 | PA      | $4816.11      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991759756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $74.92        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007944.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2635 | PA      | $740.63       | 0.00%             | 2024-11-09      | Fixed         | 19.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $55.73        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1832 | PA      | $1751.91      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5322315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5366 | PA      | $4896.21      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991912585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $28.81        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631935.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32338 | PA      | $30373.05     | 0.00%             | 2027-02-15      | Fixed         | 8.55%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075811.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         952 | PA      | $939.86       | 0.00%             | 2026-11-19      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010047.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7968 | PA      | $7903.31      | 0.00%             | 2026-11-09      | Fixed         | 7.23%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $48.80        | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          84 | PA      | $84.32        | 0.00%             | 2024-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872882.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2149 | PA      | $2138.44      | 0.00%             | 2026-10-18      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         908 | PA      | $879.52       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16662334.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24129 | PA      | $24418.02     | 0.00%             | 2027-07-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4326 | PA      | $3980.84      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         419 | PA      | $432.28       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.81        | 0.00%             | 2023-06-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         208 | NC      | $392965.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1600460.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11832 | PA      | $11282.51     | 0.00%             | 2026-08-06      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991927325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.76        | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873765.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3914 | PA      | $3879.57      | 0.00%             | 2024-10-18      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659079.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5058 | PA      | $4842.89      | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991615137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         814 | PA      | $0.00         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009665.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6907 | PA      | $6838.66      | 0.00%             | 2026-11-09      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5249 | PA      | $5075.29      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5724 | PA      | $5557.41      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711024.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1869 | PA      | $1852.87      | 0.00%             | 2024-09-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.05         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5886 | PA      | $5337.26      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         373 | PA      | $380.59       | 0.00%             | 2025-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991599198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         648 | PA      | $45.31        | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1056 | PA      | $1006.56      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635628.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2507 | PA      | $2466.50      | 0.00%             | 2027-02-15      | Fixed         | 26.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12406010.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20192 | PA      | $20496.29     | 0.00%             | 2026-03-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006444.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5194 | PA      | $5153.32      | 0.00%             | 2026-11-09      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076618.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18943 | PA      | $18774.83     | 0.00%             | 2026-11-19      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7500 | PA      | $7212.41      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991573625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $30.91        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $64.97        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $-7.85        | -0.00%            | 2025-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $103.41       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $69.09        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         577 | PA      | $51.53        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198515.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2858 | PA      | $406.68       | 0.00%             | 2026-12-07      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991707064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         754 | PA      | $0.65         | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          38 | PA      | $38.11        | 0.00%             | 2025-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076380.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12002 | PA      | $11914.51     | 0.00%             | 2026-11-19      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710815.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         636 | PA      | $630.88       | 0.00%             | 2024-09-14      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991822357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $1.67         | 0.00%             | 2028-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         966 | PA      | $978.56       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4534 | PA      | $4208.25      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1321 | PA      | $1270.22      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914387.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1113 | PA      | $1044.38      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $70.60        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991857915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $433.82       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5455551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         588 | PA      | $574.90       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         644 | PA      | $628.58       | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080377.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7468 | PA      | $7387.41      | 0.00%             | 2026-11-19      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1663 | PA      | $1581.18      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1448 | PA      | $1416.85      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8288 | PA      | $7776.81      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009522.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7600 | PA      | $544.59       | 0.00%             | 2024-11-09      | Fixed         | 28.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         887 | PA      | $853.66       | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1942 | PA      | $1786.76      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079526.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3189 | PA      | $3162.56      | 0.00%             | 2026-11-19      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26958 | PA      | $25903.00     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991726915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $2.74         | 0.00%             | 2028-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $261.04       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         327 | PA      | $318.41       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991819751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         648 | PA      | $666.59       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407535.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4717 | PA      | $4649.05      | 0.00%             | 2027-01-11      | Fixed         | 19.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631848.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5393 | PA      | $5343.05      | 0.00%             | 2027-02-15      | Fixed         | 24.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201509.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5476 | PA      | $5411.88      | 0.00%             | 2026-12-08      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6421 | PA      | $6363.64      | 0.00%             | 2027-02-16      | Fixed         | 11.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407748.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2159 | PA      | $2139.70      | 0.00%             | 2027-01-11      | Fixed         | 30.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024287.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1624 | PA      | $1583.43      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $6.39         | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1859012.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9790 | PA      | $9680.08      | 0.00%             | 2024-10-18      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1460 | PA      | $1346.24      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2412 | PA      | $2314.73      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5362471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1086 | PA      | $1065.52      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410079.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2810 | PA      | $2779.25      | 0.00%             | 2027-06-11      | Fixed         | 25.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         136 | PA      | $138.78       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $119.35       | 0.00%             | 2025-01-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12196952.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14007 | PA      | $13952.62     | 0.00%             | 2027-03-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610579.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2917 | PA      | $2829.33      | 0.00%             | 2024-08-25      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991781667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $84.10        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         238 | PA      | $243.22       | 0.00%             | 2025-01-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12625 | PA      | $12507.43     | 0.00%             | 2027-01-11      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1919 | PA      | $1814.68      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $74.86        | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16640009.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16514 | PA      | $16821.49     | 0.00%             | 2026-09-19      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4865141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         627 | PA      | $224.24       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416377.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4416 | PA      | $4387.94      | 0.00%             | 2027-01-12      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $227.24       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         687 | PA      | $689.75       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         508 | PA      | $-16.65       | -0.00%            | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008479.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3487 | PA      | $3429.65      | 0.00%             | 2024-11-09      | Fixed         | 24.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.23         | 0.00%             | 2028-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991666296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $171.02       | 0.00%             | 2025-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991544913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         267 | PA      | $0.00         | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200596.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9111 | PA      | $9025.46      | 0.00%             | 2026-12-08      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7977 | PA      | $7488.06      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $5.39         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4972 | PA      | $4775.46      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2121 | PA      | $1319.17      | 0.00%             | 2023-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $62.81        | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         966 | PA      | $67.76        | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3080 | PA      | $2855.95      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872590.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1961 | PA      | $1943.60      | 0.00%             | 2024-10-18      | Fixed         | 23.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874302.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40300 | PA      | $39940.46     | 0.00%             | 2026-10-18      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10201 | PA      | $9638.98      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198146.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1838 | PA      | $1818.20      | 0.00%             | 2026-12-07      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414970.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8898 | PA      | $8825.72      | 0.00%             | 2027-01-12      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5135710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         637 | PA      | $329.99       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         279 | PA      | $292.72       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2048 | PA      | $2023.03      | 0.00%             | 2024-11-09      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196726.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20267 | PA      | $19955.88     | 0.00%             | 2027-05-07      | Fixed         | 21.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991646775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $6.62         | 0.00%             | 2025-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640846.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22466 | PA      | $22326.10     | 0.00%             | 2027-02-16      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991642874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $83.61        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991621935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         104 | PA      | $15.97        | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991720924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          99 | PA      | $100.24       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418124.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21594 | PA      | $21407.66     | 0.00%             | 2027-06-12      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2032 | PA      | $1896.10      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615246.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9700 | PA      | $9318.18      | 0.00%             | 2026-08-27      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $44.73        | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198593.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5033 | PA      | $4976.68      | 0.00%             | 2026-12-07      | Fixed         | 14.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1009 | PA      | $1045.90      | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2641686.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2857 | PA      | $2814.86      | 0.00%             | 2027-02-16      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1710146.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1829 | PA      | $1817.96      | 0.00%             | 2024-09-14      | Fixed         | 13.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3223 | PA      | $2916.77      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $20.13        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991685142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $36.09        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763654.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4390 | PA      | $3927.73      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412276.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3430 | PA      | $3396.65      | 0.00%             | 2027-01-11      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5295185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2353 | PA      | $2201.56      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643827.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3845 | PA      | $3795.42      | 0.00%             | 2025-02-16      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173214358.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3678 | PA      | $3635.58      | 0.00%             | 2023-12-28      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4964338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1028 | PA      | $308.33       | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.24         | 0.00%             | 2025-01-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3111 | PA      | $2959.41      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991639954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $108.22       | 0.00%             | 2024-01-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9018 | PA      | $8527.64      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10174955.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8683 | PA      | $8639.36      | 0.00%             | 2026-08-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991605352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $226.38       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873675.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18958 | PA      | $18806.35     | 0.00%             | 2026-10-18      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4389 | PA      | $3031.40      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                     | CDW LLC / CDW Finance Corp.                                                        | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4337018.60   | 0.15%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         455 | PA      | $476.66       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645165.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         956 | PA      | $940.95       | 0.00%             | 2027-02-17      | Fixed         | 26.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1332 | PA      | $1380.27      | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005025.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6534 | PA      | $6485.56      | 0.00%             | 2026-11-09      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         928 | PA      | $970.54       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.04         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4635753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11156 | PA      | $7137.86      | 0.00%             | 2023-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8295 | PA      | $7511.78      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3268 | PA      | $3124.11      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873953.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39020 | PA      | $38716.40     | 0.00%             | 2026-10-18      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709877.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4025 | PA      | $3969.16      | 0.00%             | 2026-09-14      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2584 | PA      | $2006.08      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5409973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1283 | PA      | $1173.75      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $119.93       | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991869528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $73.20        | 0.00%             | 2024-02-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7519 | PA      | $7146.83      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4886903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2071 | PA      | $374.54       | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36204UD40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          25 | PA      | $25.06        | 0.00%             | 2025-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991679419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         439 | PA      | $458.45       | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078767.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         841 | PA      | $832.41       | 0.00%             | 2026-11-19      | Fixed         | 18.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $24.50        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8147 | PA      | $7016.90      | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5018 | PA      | $4874.21      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991593524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         116 | PA      | $121.42       | 0.00%             | 2025-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11719573.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11131 | PA      | $11165.61     | 0.00%             | 2026-12-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196102.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7631 | PA      | $7539.73      | 0.00%             | 2024-12-07      | Fixed         | 17.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5295255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4664 | PA      | $2915.27      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991556797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.34         | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $90.92        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635428.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14566 | PA      | $14444.21     | 0.00%             | 2027-02-15      | Fixed         | 22.30%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                           | CUSIP: 3128P7EL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9907 | PA      | $10057.63     | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1882 | PA      | $1809.08      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991734242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $221.18       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $297.66       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991714607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         261 | PA      | $254.27       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         195 | PA      | $194.55       | 0.00%             | 2024-01-31      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166496776.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1286 | PA      | $1284.31      | 0.00%             | 2033-02-25      | Fixed         | 7.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079762.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4143 | PA      | $4098.46      | 0.00%             | 2026-11-19      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $69.33        | 0.00%             | 2024-02-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1369 | PA      | $1316.14      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15470 | PA      | $15118.85     | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3219 | PA      | $2606.92      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991670151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         457 | PA      | $359.87       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4799719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1098 | PA      | $919.76       | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078600.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         676 | PA      | $673.08       | 0.00%             | 2024-11-19      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1530 | PA      | $1239.86      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198032.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2829 | PA      | $2777.82      | 0.00%             | 2024-12-07      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         582 | PA      | $569.53       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         475 | PA      | $202.66       | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         412 | PA      | $416.60       | 0.00%             | 2025-01-25      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1177 | PA      | $1154.35      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $154.53       | 0.00%             | 2025-01-31      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4786214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $390.46       | 0.00%             | 2023-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5044 | PA      | $4989.41      | 0.00%             | 2025-02-16      | Fixed         | 6.42%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $125.84       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5561993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         787 | PA      | $766.74       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689362.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30098 | PA      | $29572.15     | 0.00%             | 2025-12-14      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          34 | PA      | $33.66        | 0.00%             | 2025-02-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         652 | PA      | $667.59       | 0.00%             | 2025-01-30      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2276 | PA      | $2003.51      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2405234.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1044 | PA      | $1032.81      | 0.00%             | 2027-01-11      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2187967.00   | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643607.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43563 | PA      | $43038.05     | 0.00%             | 2027-02-16      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6055402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2858 | PA      | $2671.64      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Garden Spinco Corp.                                                             | Garden Spinco Corp.                                                                | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2892381.80   | 0.10%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31405WJX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8877 | PA      | $9049.35      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5510015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         213 | PA      | $209.28       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991789109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         282 | PA      | $281.86       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2156 | PA      | $1878.83      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $236.33       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991802395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $118.19       | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16692 | PA      | $10356.97     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991796141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $66.32        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         235 | PA      | $247.07       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5692786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10069 | PA      | $9679.70      | 0.00%             | 2024-01-14      | None          | 0.00%                 | 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        |     2000000 | PA      | $1862460.00   | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17115062.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18580 | PA      | $18756.06     | 0.00%             | 2027-09-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1297 | PA      | $242.21       | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991886549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $69.79        | 0.00%             | 2025-02-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $186.62       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991917005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $13.56        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163479653.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5841 | PA      | $5719.27      | 0.00%             | 2024-12-30      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991630651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $3.86         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5652469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         327 | PA      | $320.37       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11946615.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19100 | PA      | $19263.77     | 0.00%             | 2027-01-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         593 | PA      | $265.29       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6443 | PA      | $6351.13      | 0.00%             | 2027-01-11      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         127 | PA      | $131.69       | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3496 | PA      | $2304.51      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8106 | PA      | $7460.00      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $195.12       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196745.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5210 | PA      | $5159.84      | 0.00%             | 2026-12-07      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5948341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3289 | PA      | $2913.64      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         329 | PA      | $340.14       | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3467 | PA      | $3315.70      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9266 | PA      | $8956.31      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         599 | PA      | $0.00         | 0.00%             | 2025-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14720 | PA      | $13826.63     | 0.00%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1816 | PA      | $1750.00      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5091720.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $138.58       | 0.00%             | 2023-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         124 | PA      | $128.37       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991761336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $74.62        | 0.00%             | 2024-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17474545.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6315 | PA      | $616.21       | 0.00%             | 2024-09-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991814320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         401 | PA      | $411.24       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9168 | PA      | $9042.69      | 0.00%             | 2026-11-09      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200839.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4398 | PA      | $4350.29      | 0.00%             | 2024-12-08      | Fixed         | 14.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         984 | PA      | $928.85       | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11750 | PA      | $10929.81     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13885 | PA      | $12493.01     | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $60.82        | 0.00%             | 2024-01-31      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $15.82        | 0.00%             | 2027-03-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5061493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2284 | PA      | $2006.44      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5215697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21072 | PA      | $20020.95     | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31410EYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77718 | PA      | $79936.73     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4720 | PA      | $4638.80      | 0.00%             | 2026-12-08      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         668 | PA      | $646.96       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297T5F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      128143 | PA      | $134805.05    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008042.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8959 | PA      | $8824.97      | 0.00%             | 2026-11-09      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12094650.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7009 | PA      | $7029.67      | 0.00%             | 2027-01-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11406 | PA      | $10923.23     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4902 | PA      | $4699.66      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $13.51        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991692863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          13 | PA      | $12.55        | 0.00%             | 2024-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6252445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2754 | PA      | $2611.87      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12165485.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11343 | PA      | $11236.98     | 0.00%             | 2025-03-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991703003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $5.75         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $162.88       | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8185 | PA      | $6704.90      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4877 | PA      | $4559.48      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709086.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4426 | PA      | $4390.51      | 0.00%             | 2024-09-14      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5129262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3026 | PA      | $1944.31      | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991739164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         576 | PA      | $591.45       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $119.55       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9475 | PA      | $9199.09      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2169986.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13074 | PA      | $12949.82     | 0.00%             | 2026-12-08      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $11.56        | 0.00%             | 2025-02-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637089.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7644 | PA      | $7580.46      | 0.00%             | 2027-02-15      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         177 | PA      | $180.16       | 0.00%             | 2025-02-02      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17587 | PA      | $16999.68     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411645.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2972 | PA      | $2940.23      | 0.00%             | 2025-01-11      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991677257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          61 | PA      | $61.98        | 0.00%             | 2024-01-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4122 | PA      | $3917.47      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625300.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5515 | PA      | $5319.47      | 0.00%             | 2026-09-23      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5620082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2035 | PA      | $1988.90      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $135.09       | 0.00%             | 2025-01-18      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203646.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1030 | PA      | $73.76        | 0.00%             | 2026-12-08      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5033 | PA      | $4899.96      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5006 | PA      | $4387.28      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991698282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $47.48        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2072 | PA      | $2060.49      | 0.00%             | 2027-01-12      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4798843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3236 | PA      | $1991.20      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1503 | PA      | $1437.56      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $143.19       | 0.00%             | 2024-01-26      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410557.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1871 | PA      | $1842.69      | 0.00%             | 2025-01-11      | Fixed         | 26.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991650260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         932 | PA      | $975.14       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991723894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         254 | PA      | $266.55       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2367 | PA      | $2305.00      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991815323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $100.91       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         415 | PA      | $402.35       | 0.00%             | 2024-02-26      | None          | 0.00%                 | 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        |     3900000 | PA      | $2725827.00   | 0.09%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          36 | PA      | $0.00         | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         750 | PA      | $777.14       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         324 | PA      | $330.19       | 0.00%             | 2025-01-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2336 | PA      | $2136.56      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3997 | PA      | $3848.64      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       54609 | PA      | $51636.77     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1523 | PA      | $1353.69      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $170.55       | 0.00%             | 2025-01-22      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991711411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $47.37        | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991691947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1798 | PA      | $1846.78      | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642691.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27848 | PA      | $27651.27     | 0.00%             | 2027-02-16      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         819 | PA      | $750.83       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991611456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          32 | PA      | $31.72        | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198390.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2410 | PA      | $2384.63      | 0.00%             | 2026-12-07      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8229 | PA      | $8139.41      | 0.00%             | 2026-12-07      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $50.51        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991934337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $55.46        | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069545.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4922 | PA      | $4880.74      | 0.00%             | 2026-11-19      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006396.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         875 | PA      | $869.98       | 0.00%             | 2026-11-09      | Fixed         | 28.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $71.19        | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11443178.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11615 | PA      | $11772.19     | 0.00%             | 2026-12-21      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         155 | PA      | $163.03       | 0.00%             | 2025-01-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10814 | PA      | $10153.87     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991632344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         102 | PA      | $106.70       | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991637194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $-0.32        | -0.00%            | 2028-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639697.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1303 | PA      | $1285.79      | 0.00%             | 2025-02-16      | Fixed         | 24.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15609 | PA      | $14627.12     | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201687.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3759 | PA      | $3734.56      | 0.00%             | 2026-12-08      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1395 | PA      | $1367.79      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3348 | PA      | $3243.49      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         962 | PA      | $947.08       | 0.00%             | 2025-01-11      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625708.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7440 | PA      | $7306.74      | 0.00%             | 2024-09-24      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991566285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $236.65       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991908155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $195.25       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5361 | PA      | $4959.89      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991795779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $65.36        | 0.00%             | 2024-01-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4391 | PA      | $4119.77      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991557809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         100 | PA      | $104.52       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3632 | PA      | $3619.51      | 0.00%             | 2026-11-19      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645037.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2062 | PA      | $2049.60      | 0.00%             | 2027-02-17      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5123 | PA      | $2617.31      | 0.00%             | 2027-01-12      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          37 | PA      | $37.76        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $143.09       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6252082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13322 | PA      | $12600.85     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991935487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $116.89       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    23060000 | PA      | $91933.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7278 | PA      | $6967.49      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $82.77        | 0.00%             | 2024-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872738.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1263 | PA      | $1255.79      | 0.00%             | 2026-10-18      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633944.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1570 | PA      | $111.52       | 0.00%             | 2029-02-15      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991876008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $21.14        | 0.00%             | 2024-02-05      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $147.51       | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $73.49        | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991676079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         311 | PA      | $326.50       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         354 | PA      | $26.81        | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4014 | PA      | $3900.10      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $165.97       | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $0.53         | 0.00%             | 2027-09-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5033148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         471 | PA      | $198.12       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         894 | PA      | $835.40       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5162955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         531 | PA      | $476.05       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13459 | PA      | $13181.65     | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $29.89        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2750 | PA      | $2732.78      | 0.00%             | 2024-10-18      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991743871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $264.12       | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651774.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6940 | PA      | $6661.26      | 0.00%             | 2026-11-02      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409433.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21431 | PA      | $21212.99     | 0.00%             | 2027-01-11      | Fixed         | 15.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5786113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11561 | PA      | $11101.18     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009941.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7213 | PA      | $7164.21      | 0.00%             | 2026-11-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634310.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6672 | PA      | $6616.13      | 0.00%             | 2027-02-15      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991644808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $65.43        | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991832087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         125 | PA      | $130.70       | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709036.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6169 | PA      | $442.67       | 0.00%             | 2026-09-14      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $266.38       | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4966403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         517 | PA      | $453.93       | 0.00%             | 2023-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991766090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $1.63         | 0.00%             | 2028-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8868 | PA      | $8572.77      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1871496.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14759 | PA      | $14644.90     | 0.00%             | 2026-10-18      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3295 | PA      | $3132.64      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991870576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.37         | 0.00%             | 2028-01-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077930.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9175 | PA      | $8686.47      | 0.00%             | 2027-04-19      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $4.91         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645054.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5546 | PA      | $5492.35      | 0.00%             | 2025-02-17      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5181779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3385 | PA      | $3269.29      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $5.53         | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36101 | PA      | $34062.09     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $65.52        | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4708881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3251 | PA      | $2024.82      | 0.00%             | 2023-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991701698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $183.90       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4555 | PA      | $4407.93      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200840.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7406 | PA      | $7337.49      | 0.00%             | 2026-12-08      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198801.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2623 | PA      | $2598.13      | 0.00%             | 2026-12-08      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009435.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11223 | PA      | $11085.70     | 0.00%             | 2024-11-09      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $34.66        | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4811 | PA      | $3022.27      | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991724571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         174 | PA      | $180.55       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5989473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1380 | PA      | $1325.74      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991784986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $155.71       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3872 | PA      | $3596.51      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1503354.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3296 | PA      | $2780.10      | 0.00%             | 2024-11-24      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1318 | PA      | $1229.67      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2689 | PA      | $2666.07      | 0.00%             | 2027-02-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712219.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         833 | PA      | $570.40       | 0.00%             | 2025-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412486.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4311 | PA      | $-53.93       | -0.00%            | 2027-01-11      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                               | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6682686.67   | 0.23%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5789 | PA      | $5527.16      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           9 | PA      | $9.28         | 0.00%             | 2025-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708067.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7341 | PA      | $7081.24      | 0.00%             | 2025-02-15      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         607 | PA      | $560.05       | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4641713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3543 | PA      | $1651.79      | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1953 | PA      | $1897.34      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5244712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5252 | PA      | $4757.23      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9680 | PA      | $8877.73      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2399 | PA      | $1989.24      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991786276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $203.43       | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $292.52       | 0.00%             | 2025-01-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5795 | PA      | $5467.43      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5867235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         886 | PA      | $860.29       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4942261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         892 | PA      | $219.16       | 0.00%             | 2023-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991708292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $158.76       | 0.00%             | 2024-01-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2082 | PA      | $1937.11      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991596135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $47.51        | 0.00%             | 2025-01-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639868.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1019 | PA      | $152.18       | 0.00%             | 2027-02-16      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206735.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3550 | PA      | $3509.99      | 0.00%             | 2024-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1                      | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |     7475000 | PA      | $7431429.71   | 0.25%             | 2031-04-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12287483.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16838 | PA      | $16798.26     | 0.00%             | 2025-02-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701780.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10596 | PA      | $10215.48     | 0.00%             | 2025-01-13      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         253 | PA      | $256.60       | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991870451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $116.14       | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991550875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1539 | PA      | $1615.92      | 0.00%             | 2025-01-19      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206634.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1901 | PA      | $1882.29      | 0.00%             | 2026-12-08      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715170.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2183 | PA      | $2105.55      | 0.00%             | 2025-02-15      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411563.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4100 | PA      | $290.43       | 0.00%             | 2027-06-11      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991736469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          56 | PA      | $47.48        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1662 | PA      | $1599.28      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073062.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13046 | PA      | $13003.35     | 0.00%             | 2026-11-19      | Fixed         | 27.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5238 | PA      | $4061.32      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4694140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1320 | PA      | $434.40       | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3895 | PA      | $3656.75      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15313 | PA      | $14712.50     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         796 | PA      | $128.44       | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9190 | PA      | $8682.19      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2538 | PA      | $2266.87      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36805 | PA      | $35061.85     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991589214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         646 | PA      | $674.53       | 0.00%             | 2025-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170652695.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1457 | PA      | $1420.92      | 0.00%             | 2023-10-24      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077747.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6234 | PA      | $6203.15      | 0.00%             | 2026-11-19      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200530.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7792 | PA      | $4315.94      | 0.00%             | 2027-05-08      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3506 | PA      | $3322.67      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5337 | PA      | $5063.89      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3762 | PA      | $3438.01      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1940 | PA      | $701.11       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1621938.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6282 | PA      | $6064.39      | 0.00%             | 2026-08-26      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991740432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         302 | PA      | $-6.15        | -0.00%            | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627703.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4939 | PA      | $1139.50      | 0.00%             | 2026-09-30      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991919722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $35.11        | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618425.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12013 | PA      | $11762.69     | 0.00%             | 2024-08-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991779496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         223 | PA      | $225.13       | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16852920.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36447 | PA      | $36910.70     | 0.00%             | 2027-09-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991799442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         992 | PA      | $1017.79      | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $149.10       | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         133 | PA      | $134.57       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5040879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3777 | PA      | $3248.12      | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2021 | PA      | $1947.40      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205727.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9997 | PA      | $2870.27      | 0.00%             | 2026-12-08      | Fixed         | 29.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10829 | PA      | $10255.23     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077284.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5723 | PA      | $861.92       | 0.00%             | 2024-11-19      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12165054.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14875 | PA      | $15052.28     | 0.00%             | 2026-01-14      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         792 | PA      | $763.44       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6060258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         344 | PA      | $334.41       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991712501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $18.52        | 0.00%             | 2025-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991725688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $39.01        | 0.00%             | 2025-02-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4481 | PA      | $3717.45      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991699332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1016 | PA      | $1028.18      | 0.00%             | 2025-02-06      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $82.98        | 0.00%             | 2024-02-06      | 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        |     1700000 | PA      | $1224231.37   | 0.04%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635060.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9238 | PA      | $8953.05      | 0.00%             | 2024-09-22      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4401 | PA      | $3769.70      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991591083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         336 | PA      | $0.00         | 0.00%             | 2025-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991717234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $144.43       | 0.00%             | 2028-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4602271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $80.12        | 0.00%             | 2023-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991787510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $23.48        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8979 | PA      | $7709.28      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2616 | PA      | $2475.41      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3596 | PA      | $3488.25      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2360 | PA      | $2213.79      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055608.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1383 | PA      | $1377.92      | 0.00%             | 2026-11-19      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991606337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         108 | PA      | $108.29       | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991555928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         223 | PA      | $230.05       | 0.00%             | 2025-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4438 | PA      | $4313.33      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10873 | PA      | $10596.13     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         428 | PA      | $414.04       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2366 | PA      | $2297.44      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         274 | PA      | $76.87        | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         722 | PA      | $584.39       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874065.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8376 | PA      | $7950.27      | 0.00%             | 2026-10-18      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006599.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5037 | PA      | $1460.89      | 0.00%             | 2026-11-09      | Fixed         | 29.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $167.54       | 0.00%             | 2024-02-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874416.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25306 | PA      | $25192.46     | 0.00%             | 2026-10-18      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991628233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $52.36        | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009431.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1730 | PA      | $500.84       | 0.00%             | 2026-11-09      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640669.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         300 | PA      | $102.34       | 0.00%             | 2027-07-16      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991751438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $10.22        | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          73 | PA      | $74.21        | 0.00%             | 2024-01-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991595863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $292.70       | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991672472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $146.82       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $1039.66      | 0.00%             | 2025-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1489833.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6816 | PA      | $6674.73      | 0.00%             | 2025-11-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         223 | PA      | $30.92        | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2660 | PA      | $2469.45      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991603028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $164.49       | 0.00%             | 2025-01-28      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34643 | PA      | $32841.52     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $267.37       | 0.00%             | 2025-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1462 | PA      | $591.39       | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $156.15       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5466656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1559 | PA      | $1529.12      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11878331.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6174 | PA      | $6237.52      | 0.00%             | 2024-01-22      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1134 | PA      | $1107.58      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079399.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15260 | PA      | $15202.25     | 0.00%             | 2026-11-19      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5782060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12132 | PA      | $11052.40     | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413140.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4384 | PA      | $4344.66      | 0.00%             | 2027-01-11      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873788.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4589 | PA      | $20.09        | 0.00%             | 2026-10-18      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296WE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70482 | PA      | $71641.06     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5412 | PA      | $5280.39      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991604657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.64         | 0.00%             | 2024-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991836242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3600 | PA      | $3665.38      | 0.00%             | 2025-01-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413584.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1063 | PA      | $1045.08      | 0.00%             | 2027-01-11      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         850 | PA      | $309.32       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195358.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         706 | PA      | $697.15       | 0.00%             | 2024-12-07      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419415.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1335 | PA      | $1321.42      | 0.00%             | 2025-01-12      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2149 | PA      | $2074.88      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10681 | PA      | $9990.26      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1991 | PA      | $1814.77      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11700609.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42709 | PA      | $42888.50     | 0.00%             | 2026-12-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $73.32        | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10018 | PA      | $9409.54      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2629363.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5228 | PA      | $5142.10      | 0.00%             | 2027-02-15      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         397 | PA      | $83.15        | 0.00%             | 2025-02-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873464.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2535 | PA      | $2520.87      | 0.00%             | 2026-10-18      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17017611.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36755 | PA      | $37229.49     | 0.00%             | 2025-09-06      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991860170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $38.68        | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412107.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2065 | PA      | $2041.76      | 0.00%             | 2025-01-11      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991569020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $67.60        | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078057.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1824 | PA      | $1815.66      | 0.00%             | 2026-11-19      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14553 | PA      | $6044.78      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991791088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $15.60        | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19357 | PA      | $11274.18     | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710004.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9183 | PA      | $9059.77      | 0.00%             | 2027-02-14      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661797.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1700 | PA      | $1661.93      | 0.00%             | 2026-11-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38398 | PA      | $34984.31     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         612 | PA      | $457.33       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4758 | PA      | $4645.52      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16566 | PA      | $15923.55     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1704390.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1447 | PA      | $1401.00      | 0.00%             | 2025-01-19      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991709454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         193 | PA      | $197.74       | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10720 | PA      | $10051.06     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991715031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $14.16        | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         106 | PA      | $110.64       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2218 | PA      | $2170.02      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991700118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $7.01         | 0.00%             | 2024-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6357104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2779 | PA      | $2566.22      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         484 | PA      | $463.68       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872764.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $1273.82      | 0.00%             | 2026-10-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3026 | PA      | $2911.68      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201703.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2985 | PA      | $2936.05      | 0.00%             | 2026-12-08      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4940 | PA      | $3402.94      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11712 | PA      | $11417.40     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.26        | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991655169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $161.60       | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5623971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1870 | PA      | $1818.42      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         496 | PA      | $484.26       | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1216 | PA      | $589.09       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991680366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3350 | PA      | $366.80       | 0.00%             | 2025-02-01      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991737546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $470.05       | 0.00%             | 2025-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12140862.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22297 | PA      | $22647.39     | 0.00%             | 2027-03-08      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991694207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $170.41       | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407599.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10422 | PA      | $10323.46     | 0.00%             | 2027-01-11      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004099.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1991 | PA      | $1977.05      | 0.00%             | 2024-11-09      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5410244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         833 | PA      | $815.72       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4371 | PA      | $4265.58      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2118 | PA      | $2067.51      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873175.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1344 | PA      | $1273.59      | 0.00%             | 2024-10-18      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991770778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          70 | PA      | $71.79        | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4044 | PA      | $3772.13      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5332382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1453 | PA      | $462.20       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991575505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         643 | PA      | $651.88       | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14672 | PA      | $13859.59     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Franklin Strategic Series

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer